Simplified k-sample nonparametric hypothesis tests for quantile residual event times

Nathan T. Provost and Abdus S. Wahed

Statistics & Probability Letters, 2025, vol. 225, issue C

Abstract: We present an approachable multi-sample hypothesis testing procedure for examining potential differences in quantile residual event times across an arbitrary number of groups. Moreover, an ancillary testing procedure that allows for the identification of group-specific significance with respect to a prespecified baseline group is also provided. Our simulations yield desirable power and type I error results when the chosen sample sizes accommodate the extremity of selected baseline values and quantiles of interest.

Keywords: Kaplan–Meier; Martingale; Multi-sample test; Nonparametric inference; Quantile residual event time; Event-history analysis (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110463

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