On censored cumulative residual Kullback-Leibler information and goodness-of-fit test with type II censored data

被引：13

作者：

Park, Sangun ^{[1
]}

Lim, Johan ^{[2
]}

机构：

[1] Yonsei Univ, Dept Appl Stat, Seoul 120749, South Korea

[2] Seoul Natl Univ, Dept Stat, Seoul, South Korea

来源：

STATISTICAL PAPERS | 2015年 / 56卷 / 01期

基金：

新加坡国家研究基金会;

关键词：

Censored data; Entropy; Goodness of fit; Survival function; ENTROPY;

D O I：

10.1007/s00362-014-0579-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The extensions of the entropy and Kullback-Leibler (KL) information to the cumulative distribution function have been recently studied because they are well defined on the empirical distribution function. In this paper, we generalize the extended KL information to the censored case and propose a censored cumulative residual KL information. We estimate the censored cumulative residual KL information based on the empirical distribution function and evaluate its performance as a goodness of fit test statistic for the censored data.

引用

页码：247 / 256

页数：10

共 50 条

[41] Chi-squared goodness-of-fit test for right censored data
Bagdonavicius, V.B.
Nikulin, M.S.
International Journal of Applied Mathematics and Statistics, 2011, 24 (SUPPL. I-11A): : 30 - 50
[42] A maximum-mean-discrepancy goodness-of-fit test for censored data
Fernandez, Tamara
Gretton, Arthur
22ND INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 89, 2019, 89
[43] Evaluating model fit for type II censored data: a Bayesian non-parametric approach based on the Kullback-Leibler divergence estimation
Al-Labadi, Luai
Fazeli-Asl, Forough
Ly, Anna
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2024,
[44] Goodness-of-fit test for randomly censored data based on maximum correlation
Strzalkowska-Kominiak, Ewa
Grane, Aurea
SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS, 2017, 41 (01) : 119 - 138
[45] Chi-squared goodness-of-fit test for right censored data
Bagdonavicius, V. B.
Nikulin, M. S.
INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2011, 24 (11A): : 30 - 50
[46] A New Goodness-of-Fit Test for Censored Data with an Application in Monitoring Processes
Castro-Kuriss, Claudia
Kelmansky, Diana M.
Leiva, Victor
Martinez, Elena J.
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2009, 38 (06) : 1161 - 1177
[47] Data transformations and goodness-of-fit tests for type-II right censored samples
Christian Goldmann
Bernhard Klar
Simos G. Meintanis
Metrika, 2015, 78 : 59 - 83
[48] Goodness-of-fit test for randomly censored data based on maximum correlation
Grané, Aurea (aurea.grane@uc3m.es), 1600, Institut d'Estadistica de Catalunya (41):
[49] Data transformations and goodness-of-fit tests for type-II right censored samples
Goldmann, Christian
Klar, Bernhard
Meintanis, Simos G.
METRIKA, 2015, 78 (01) : 59 - 83
[50] vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence
Lequesne, Justine
Regnault, Philippe
JOURNAL OF STATISTICAL SOFTWARE, 2020, 96 (CN1):

← 1 2 3 4 5 →