Generalized Likelihood Ratio Tests for Varying-Coefficient Models with Censored Data

• 作者: Rong Jiang Wei-Min Qian
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: VARYING COEFFICIENT Model GENERALIZED LIKELIHOOD RATIO Test Local Linear Method Wilks Phenomenon CENSORING
• 年，卷（期）: 2011,（1）
• 页码范围: 19-23
• 页数: 5页
• 分类号: O21

摘要

In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.