Data transformations and goodness-of-fit tests for type-II right censored samples

Christian Goldmann, Bernhard Klar () and Simos Meintanis

Metrika: International Journal for Theoretical and Applied Statistics, 2015, vol. 78, issue 1, 59-83

Abstract: We suggest several goodness-of-fit (GOF) methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample into an approximately i.i.d. sample of normal variates and then perform a standard GOF test for normality on the transformed observations. A simulation study with several well known parametric distributions under testing reveals the sampling properties of the methods. We also provide theoretical analysis of the proposed method. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Empirical characteristic function; Empirical distribution function; Goodness-of-fit test; Censored data (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00184-014-0490-z (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:spr:metrik:v:78:y:2015:i:1:p:59-83

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-014-0490-z

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().