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Testing Goodness of Fit in Nonparametric Function Estimation Techniques for Proportional Hazards Model

Testing Goodness of Fit in Nonparametric Function Estimation Techniques for Proportional Hazards Model

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The objective of this study is to investigate the problem of goodness of fit testing based on nonparametric function estimation techniques for the random censorship model. The small and large sample properties of the proposed test, $E_{mn}$, were investigated and it is shown that under the proportional hazard model $E_{mn}$ has higher power compared to the powers of the Kolmogorov -Smirnov, Kuiper, Cramer-von Mises, and analogue of the Cramer-von Mises type test statistic.

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