Comparison of Regression Curves with Censored Responses

Juan Carlos Pardo‐fernández and Ingrid Van Keilegom ()

Scandinavian Journal of Statistics, 2006, vol. 33, issue 3, 409-434

Abstract: Abstract. In this article, we introduce a procedure to test the equality of regression functions when the response variables are censored. The test is based on a comparison of Kaplan–Meier estimators of the distribution of the censored residuals. Kolmogorov–Smirnov‐ and Cramér–von Mises‐type statistics are considered. Some asymptotic results are proved: weak convergence of the process of interest, convergence of the test statistics and behaviour of the process under local alternatives. We also describe a bootstrap procedure in order to approximate the critical values of the test. A simulation study and an application to a real data set conclude the paper.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:33:y:2006:i:3:p:409-434

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