NDLI: Goodness-of-fit tests for additive mean residual life model under right censoring

Content Provider	Springer Nature Link
Author	Zhang, Zhigang Zhao, Xingqiu Sun, Liuquan
Copyright Year	2010
Abstract	The mean residual life (MRL) measures the remaining life expectancy and is useful in actuarial studies, biological experiments and clinical trials. To assess the covariate effect, an additive MRL regression model has been proposed in the literature. In this paper, we focus on the topic of model checking. Specifically, we develop two goodness-of-fit tests to test the additive MRL model assumption. We explore the large sample properties of the test statistics and show that both of them are based on asymptotic Gaussian processes so that resampling approaches can be applied to find the rejection regions. Simulation studies indicate that our methods work reasonably well for sample sizes ranging from 50 to 200. Two empirical data sets are analyzed to illustrate the approaches.
Starting Page	385
Ending Page	408
Page Count	24
File Format	PDF
ISSN	13807870
Journal	Lifetime Data Analysis
Volume Number	16
Issue Number	3
e-ISSN	15729249
Language	English
Publisher	Springer US
Publisher Date	2010-01-26
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Additive mean residual life model Right-censored survival data Gaussian process Goodness-of-fit test Operations Research/Decision Theory Statistics for Business/Economics/Mathematical Finance/Insurance Quality Control, Reliability, Safety and Risk Statistics for Life Sciences, Medicine, Health Sciences Statistics
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Medicine

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