On the Discrete Cramér-von Mises Statistics under Random Censorship

Dorival Leão and Alberto Ohashi

No 167, Business and Economics Working Papers from Unidade de Negocios e Economia, Insper

Abstract: In this work, nonparametric log-rank-type statistical tests are introduced in order to verify homogeneity of purely discrete variables subject to arbitrary right-censoring for infinitely many categories. In particular, the Cram´er-von Mises test statistics for discrete models under censoring is established. In order to introduce the test, we develop the weighted log-rank statistics in a general multivariate discrete setup which complements previous fundamental results of Gill [13] and Andersen et al. [5]. Due to the presence of persistent jumps over the unbounded set of categories, the asymptotic distribution of the test is not distribution-free. The statistical test for a large class of weighted processes is described as a weighted series of independent chi-squared variables whose weights can be consistently estimated. Moreover, the associated limiting covariance operator can be infinite-dimensional which allows us to deal consistently with an infinite survival time typically founded in long-term survival analysis such as cure-rate models. The test is consistent to any alternative hypothesis and, in particular, it allows us to deal with crossing hazard functions. We also provide a simulation study in order to illustrate the theoretical results.

Pages: 35 pages
Date: 2012
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