On a robust significance test for the Cox regression model
Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 2, pp. 221-233
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A robust significance testing method for the Cox regression model, based on a modified Wald test statistic, is discussed. Using Monte Carlo experiments the asymptotic behavior of the modified robust versions of the Wald statistic is compared with the standard significance test for the Cox model based on the log likelihood ratio test statistic.
Keywords:
robuat estimation, Wald test
@article{DMPS_2006_26_2_a7,
author = {Bednarski, Tadeusz and Borowicz, Filip},
title = {On a robust significance test for the {Cox} regression model},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {221--233},
publisher = {mathdoc},
volume = {26},
number = {2},
year = {2006},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a7/}
}
TY - JOUR AU - Bednarski, Tadeusz AU - Borowicz, Filip TI - On a robust significance test for the Cox regression model JO - Discussiones Mathematicae. Probability and Statistics PY - 2006 SP - 221 EP - 233 VL - 26 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a7/ LA - en ID - DMPS_2006_26_2_a7 ER -
%0 Journal Article %A Bednarski, Tadeusz %A Borowicz, Filip %T On a robust significance test for the Cox regression model %J Discussiones Mathematicae. Probability and Statistics %D 2006 %P 221-233 %V 26 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a7/ %G en %F DMPS_2006_26_2_a7
Bednarski, Tadeusz; Borowicz, Filip. On a robust significance test for the Cox regression model. Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 2, pp. 221-233. http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a7/