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Biometrika 1976 63(3):465-474; doi:10.1093/biomet/63.3.465
© 1976 by Biometrika Trust
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A Cramér-von Mises statistic for randomly censored data

JAMES A. KOZIOL and SYLVAN B. GREEN

National Cancer Institute Bethesda, Maryland

The asymptotic distributions of camér-von Mises type statistics based on the productlimit estimate of the distribution function of a certain class of randomly censored observations are derived; the asymptotic significance points of the statistics for various degrees of censoring are given. The statistics are also partitioned into orthogonal components in the manner of Durbin & Knott (1972). The asymptotic powers of the statistics and their components against normal mean and variance shifts, exponential scale shifts, and Weibull alternatives to exponentiality are compared. Data arising in a competing risk situation are examined, using the Cramér-von Mises statistic.

Key Words: Censored data • Competing risk • Cramér-von Mises statistic • Product-limit estimate


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