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Article
A general approach to goodness of fit for U processes
Technical Report (2015)
  • Debashis Ghosh, University of Colorado Denver
  • Youngjoo Cho, University of Rochester
Abstract

Goodness of fit procedures are essential tools for assessing model adequacy in statistics. In this work, we present a general theory and approach to goodness of fit techniques based on U-processes for the accelerated failure time (AFT) model. Many of the examples will focus on U-statistics of order 2. While many authors have proposed goodness of fit tests for U-statistics of order one, less has been developed for higher order U-statistics. In this paper, we propose goodness of fit tests for U-statistics of order 2 by using theoretical results from Nolan and Pollard (1987) and Nolan and Pollard (1988). We propose a resampling approach which is a generalization of that proposed in Lin et al. (1996). Simulation studies are used to illustrate the proposed methods.

Keywords
  • U-statistics; Gaussian process; Perturbation method; Survival anal- ysis
Publication Date
2015
Citation Information
Debashis Ghosh and Youngjoo Cho. "A general approach to goodness of fit for U processes" Technical Report (2015)
Available at: http://works.bepress.com/debashis_ghosh/65/