Document Type
Lecture
Publication Date
10-22-2008
Abstract
In this talk we consider a study of lifetime data whose units experience multiple ordered events of the same nature. These events are commonly referred to as recurrent events. A class of models used to analyze recurrent event data is presented. We propose goodness-of-fit tests for the null hypothesis that the baseline intensity function belongs to a parametric family of intensities indexed by a parameter $\boldsymbol{\theta}$. These tests are based on a general class of weighted empirical processes. The asymptotic properties of these processes are given. Goodness-of-fits are then constructed based on these processes. Optimality results with regards to local power are presented for these tests. A real data set is used to illustrate the proposed tests.
Relational Format
presentation
Recommended Citation
Stocker, Russell, "Optimal Goodness-of-Fit Tests" (2008). Probability & Statistics Seminar. 51.
https://egrove.olemiss.edu/math_statistics/51