Geodesic
Goodness-of-fit test for the accelerated failure time model based on martingale residuals
Kybernetika, Tome 49 (2013) no. 1, pp. 40-59 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

The Accelerated Failure Time model presents a way to easily describe survival regression data. It is assumed that each observed unit ages internally faster or slower, depending on the covariate values. To use the model properly, we want to check if observed data fit the model assumptions. In present work we introduce a goodness-of-fit testing procedure based on modern martingale theory. On simulated data we study empirical properties of the test for various situations.
The Accelerated Failure Time model presents a way to easily describe survival regression data. It is assumed that each observed unit ages internally faster or slower, depending on the covariate values. To use the model properly, we want to check if observed data fit the model assumptions. In present work we introduce a goodness-of-fit testing procedure based on modern martingale theory. On simulated data we study empirical properties of the test for various situations.
Classification : 62N01, 62N03
Keywords: accelerated failure time model; survival analysis; goodness-of-fit 
@article{KYB_2013_49_1_a3,
     author = {Nov\'ak, Petr},
     title = {Goodness-of-fit test for the accelerated failure time model based on martingale residuals},
     journal = {Kybernetika},
     pages = {40--59},
     year = {2013},
     volume = {49},
     number = {1},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2013_49_1_a3/}
}
TY  - JOUR
AU  - Novák, Petr
TI  - Goodness-of-fit test for the accelerated failure time model based on martingale residuals
JO  - Kybernetika
PY  - 2013
SP  - 40
EP  - 59
VL  - 49
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/KYB_2013_49_1_a3/
LA  - en
ID  - KYB_2013_49_1_a3
ER  - 
%0 Journal Article
%A Novák, Petr
%T Goodness-of-fit test for the accelerated failure time model based on martingale residuals
%J Kybernetika
%D 2013
%P 40-59
%V 49
%N 1
%U http://geodesic.mathdoc.fr/item/KYB_2013_49_1_a3/
%G en
%F KYB_2013_49_1_a3
Novák, Petr. Goodness-of-fit test for the accelerated failure time model based on martingale residuals. Kybernetika, Tome 49 (2013) no. 1, pp. 40-59. http://geodesic.mathdoc.fr/item/KYB_2013_49_1_a3/