Data Dependent Cells Chi-Square Test With Recurrent Events

Akim Adekpedjou, Withanage A. De Mel and Gideon KD Zamba

Scandinavian Journal of Statistics, 2015, vol. 42, issue 4, 1045-1064

Abstract: type="main" xml:id="sjos12150-abs-0001"> We consider a recurrent event wherein the inter-event times are independent and identically distributed with a common absolutely continuous distribution function F. In this article, interest is in the problem of testing the null hypothesis that F belongs to some parametric family where the q-dimensional parameter is unknown. We propose a general Chi-squared test in which cell boundaries are data dependent. An estimator of the parameter obtained by minimizing a quadratic form resulting from a properly scaled vector of differences between Observed and Expected frequencies is used to construct the test. This estimator is known as the minimum chi-square estimator. Large sample properties of the proposed test statistic are established using empirical processes tools. A simulation study is conducted to assess the performance of the test under parameter misspecification, and our procedures are applied to a fleet of Boeing 720 jet planes' air conditioning system failures.

Date: 2015
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1111/sjos.12150 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:42:y:2015:i:4:p:1045-1064

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().