Goodness-of-fit Test for the Baseline Hazard Rate

A. Anfriani; C. Butucea; E. Gerardin; T. Jeantheau; U. Lecleire

doi:10.1007/978-3-030-57306-5_4

Goodness-of-fit Test for the Baseline Hazard Rate

A. Anfriani
, C. Butucea
, E. Gerardin
, T. Jeantheau
, U. Lecleire

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

We provide a nonparametric test procedure for the baseline hazard function in the generalized Cox model in presence of fixed given covariates. The test statistic is given by an optimal estimator of the quadratic functional of the same function. Our test procedure attains the rate over Besov classes of functions, which is known to be minimax optimal in the context of testing the intensity function of a Poisson processes.

Original language	English
Title of host publication	Nonparametric Statistics - 4th ISNPS 2018
Editors	Michele La Rocca, Brunero Liseo, Luigi Salmaso
Publisher	Springer
Pages	35-45
Number of pages	11
ISBN (Print)	9783030573058
DOIs	https://doi.org/10.1007/978-3-030-57306-5_4
Publication status	Published - 1 Jan 2020
Externally published	Yes
Event	4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018 - Salerno, Italy Duration: 11 Jun 2018 → 15 Jun 2018

Publication series

Name	Springer Proceedings in Mathematics and Statistics
Volume	339
ISSN (Print)	2194-1009
ISSN (Electronic)	2194-1017

Conference

Conference	4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018
Country/Territory	Italy
City	Salerno
Period	11/06/18 → 15/06/18

Keywords

Baseline hazard rate
Cox model
Goodness-of-fit test
Quadratic functionals
Separation rates

Access to Document

10.1007/978-3-030-57306-5_4

Cite this

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title = "Goodness-of-fit Test for the Baseline Hazard Rate",

abstract = "We provide a nonparametric test procedure for the baseline hazard function in the generalized Cox model in presence of fixed given covariates. The test statistic is given by an optimal estimator of the quadratic functional of the same function. Our test procedure attains the rate over Besov classes of functions, which is known to be minimax optimal in the context of testing the intensity function of a Poisson processes.",

keywords = "Baseline hazard rate, Cox model, Goodness-of-fit test, Quadratic functionals, Separation rates",

author = "A. Anfriani and C. Butucea and E. Gerardin and T. Jeantheau and U. Lecleire",

note = "Publisher Copyright: {\textcopyright} 2020, Springer Nature Switzerland AG.; 4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018 ; Conference date: 11-06-2018 Through 15-06-2018",

year = "2020",

month = jan,

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doi = "10.1007/978-3-030-57306-5\_4",

language = "English",

isbn = "9783030573058",

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booktitle = "Nonparametric Statistics - 4th ISNPS 2018",

}

Anfriani, A, Butucea, C, Gerardin, E, Jeantheau, T & Lecleire, U 2020, Goodness-of-fit Test for the Baseline Hazard Rate. in M La Rocca, B Liseo & L Salmaso (eds), Nonparametric Statistics - 4th ISNPS 2018. Springer Proceedings in Mathematics and Statistics, vol. 339, Springer, pp. 35-45, 4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018, Salerno, Italy, 11/06/18. https://doi.org/10.1007/978-3-030-57306-5_4

Goodness-of-fit Test for the Baseline Hazard Rate. / Anfriani, A.; Butucea, C.; Gerardin, E. et al.
Nonparametric Statistics - 4th ISNPS 2018. ed. / Michele La Rocca; Brunero Liseo; Luigi Salmaso. Springer, 2020. p. 35-45 (Springer Proceedings in Mathematics and Statistics; Vol. 339).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Goodness-of-fit Test for the Baseline Hazard Rate

AU - Anfriani, A.

AU - Butucea, C.

AU - Gerardin, E.

AU - Jeantheau, T.

AU - Lecleire, U.

PY - 2020/1/1

Y1 - 2020/1/1

N2 - We provide a nonparametric test procedure for the baseline hazard function in the generalized Cox model in presence of fixed given covariates. The test statistic is given by an optimal estimator of the quadratic functional of the same function. Our test procedure attains the rate over Besov classes of functions, which is known to be minimax optimal in the context of testing the intensity function of a Poisson processes.

AB - We provide a nonparametric test procedure for the baseline hazard function in the generalized Cox model in presence of fixed given covariates. The test statistic is given by an optimal estimator of the quadratic functional of the same function. Our test procedure attains the rate over Besov classes of functions, which is known to be minimax optimal in the context of testing the intensity function of a Poisson processes.

KW - Baseline hazard rate

KW - Cox model

KW - Goodness-of-fit test

KW - Quadratic functionals

KW - Separation rates

U2 - 10.1007/978-3-030-57306-5_4

DO - 10.1007/978-3-030-57306-5_4

M3 - Conference contribution

AN - SCOPUS:85097299807

SN - 9783030573058

T3 - Springer Proceedings in Mathematics and Statistics

SP - 35

EP - 45

BT - Nonparametric Statistics - 4th ISNPS 2018

A2 - La Rocca, Michele

A2 - Liseo, Brunero

A2 - Salmaso, Luigi

PB - Springer

T2 - 4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018

Y2 - 11 June 2018 through 15 June 2018

ER -

Goodness-of-fit Test for the Baseline Hazard Rate

Abstract

Publication series

Conference

Keywords

Access to Document

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Cite this