Affiliation:
1. Center for Applied Statistical Research and College of Mathematics Jilin University Changchun China
2. School of Mathematical Science Capital Normal University Beijing China
3. Department of Statistics University of Missouri Columbia Missouri USA
Abstract
This paper discusses the goodness‐of‐fit test of semiparametric copula models when one faces bivariate interval‐censored failure time data, which often occur in many areas including epidemiological and medical studies as well as social science experiments. For the problem, three test statistics or procedures are proposed: two based on the pseudo in‐and‐out‐sample approach and one based on the information ratio criterion. The asymptotic properties of the proposed test procedures are established, and in particular, the three methods are shown to be asymptotically equivalent. To assess the empirical performance of the proposed methods, an extensive simulation study is conducted and indicates that they work well in practical situations. An application to a Signal–Tandmobiel study is provided.
Funder
National Natural Science Foundation of China
Natural Science Foundation of Beijing Municipality
Subject
Statistics, Probability and Uncertainty,Statistics and Probability