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Sensitivity analysis of non-parametric tests for censored data

Abstract : The use of non-parametric tests for the two sample problem such as say the weighted logrank tests for censored data is based on the hypothesis that the probability of belonging to a groupe is the same for each individual. Our problem is : what can be said about the significance level of such a test if this hypothesis does not hold ? Using a new formulation of the weighted logrank tests statistics, it is shown that, in presence of such an heterogeneity, bounds on the exact (and unknown) significance level may be given. This results allows to lead the sensitivity analysis of those test statistics which are shown to be asymptotically normal.
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Submitted on : Monday, June 1, 2020 - 4:38:15 AM
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  • HAL Id : hal-02685934, version 1
  • PRODINRA : 136016

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Stephane S. Robin. Sensitivity analysis of non-parametric tests for censored data. Communications in Statistics - Theory and Methods, Taylor & Francis, 1996, 25 (8), pp.1693-1715. ⟨hal-02685934⟩

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