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Weighted Kaplan-Meier Tests for Umbrella Alternatives

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Abstract

The problem of testing for umbrella alternatives in a one-way layout with right-censored survival data is considered. Testing procedures based on the two-sample weighted Kaplan-Meier statistics suggested by Pepe and Fleming (1989, Biometrics, 45, 497–507; 1991, J. Roy. Statist. Soc. Ser. B, 53, 341–352) are suggested for both cases when the peak of the umbrella is known or unknown. The asymptotic relative efficiency of the weighted Kaplan-Meier test and the weighted logrank test proposed by Chen and Wolfe (2000, Statist. Sinica, 10, 595–612) is computed for the umbrella peak-known setting where the piecewise exponential survival distributions have the proportional or crossing hazards, or the related hazards differ at early or late times. Moreover, the results of a Monte Carlo study are presented to investigate the level and power performances of the umbrella tests. Finally, application of the proposed procedures to an appropriated data set is illustrated.

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Lee, WC., Chen, YI. Weighted Kaplan-Meier Tests for Umbrella Alternatives. Annals of the Institute of Statistical Mathematics 53, 835–852 (2001). https://doi.org/10.1023/A:1014673524005

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  • DOI: https://doi.org/10.1023/A:1014673524005

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