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Goodness of fit inference based on stratification in Cox’s regression model. (English) Zbl 0783.62035
Summary: The goodness of fit inference based on E. Arjas’s [J. Am. Stat. Assoc. 83, 204-212 (1988)] graphical method for Cox’s proportional hazards model is considered. A formal description of the asymptotic performance of the process based on the difference between observed and expected estimated failure frequencies in a stratum is given. Asymptotic randomness in Arjas’s graphs for a continuous time parameter is established and a goodness of fit test is proposed.

62G10 Nonparametric hypothesis testing
60F05 Central limit and other weak theorems
62M99 Inference from stochastic processes
62G07 Density estimation