© 1982 by Biometrika Trust
A class of rank test procedures for censored survival data
Department of Applied Mathematics and Computer Science, University of Virginia Charlottesville, Virginia, U.S.A.
Department of Medical Statistics and Epidemiology, Mayo Clinic Rochester, Minnesota, U.S.A.
A class of linear rank statistics is proposed for the k-sample problem with right-censored survival data. The class contains as special cases the log rank test (Mantel, 1966; Cox, 1972) and a test essentially equivalent to Peto & Peto's (1972) generalization of the Wilcoxon test. Martingale theory is used to establish asymptotic normality of test statistics under the null hypotheses considered, and to derive expressions for asymptotic relative efficiencies under contiguous sequences of alternative hypotheses. A class of distributions is presented which corresponds to the class of rank statistics in the sense that for each distribution there is a statistic with some optimal properties for detecting location alternatives from that distribution. Some Monte Carlo results are displayed which present small sample behaviour.
Key Words: Censored data • Contiguous alternative • Linear rank statistic • Log rank test • Pitman asymptotic relative efficiency • Wilcoxon test
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