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The empirical likelihood goodness-of-fit test for a regression model with randomly censored data. (English) Zbl 1208.62079

Summary: The regression model with randomly censored data has been intensively investigated. We consider a goodness-of-fit test for this model. Empirical likelihood (EL) tests are constructed. The asymptotic distributions of the test statistic under the null hypothesis and the local alternative hypothesis are given. Simulations are carried out to illustrate the methodology.

MSC:

62G10 Nonparametric hypothesis testing
62G08 Nonparametric regression and quantile regression
62E20 Asymptotic distribution theory in statistics
62G20 Asymptotic properties of nonparametric inference
65C60 Computational problems in statistics (MSC2010)
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