New characterization-based exponentiality tests for randomly censored data

Marija Cuparić and Bojana Milošević ()
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Marija Cuparić: University of Belgrade
Bojana Milošević: University of Belgrade

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2022, vol. 31, issue 2, No 13, 487 pages

Abstract: Abstract Recently, the characterization-based approach for the construction of goodness of fit tests has become popular. Most of the proposed tests have been designed for complete i.i.d. samples. Here, we present the adaptation of the recently proposed exponentiality tests based on equidistribution-type characterizations for the case of randomly censored data. Their asymptotic properties are provided. Besides, we present the results of wide empirical power study including the powers of several recent competitors. This study can be used as a benchmark for future tests proposed for this kind of data.

Keywords: Survival analysis; U-empirical processes; Goodness-of-fit; Lifetime distributions; Bootstrap; 62N01; 62N03; 62G10; 62G20; 62E20 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s11749-021-00787-7

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