Tests for a Family of Survival Models Based on Extremes
Part of the
Statistics for Industry and Technology
book series (SIT)
Some tests based on extreme order statistics are proposed for a certain family of survival models. The parametric hypotheses to be tested specify values on the boundary of the parameter space. In such cases likelihood-based tests often do not have the usual regularity properties, and may not even provide useful test statistics, whereas extremes-based tests can be effective. Some previous work is extended here to a more general setting. This entails a wider range of possibilities and also brings out some aspects not present under more restricted models.
Keywords and phrasesAsymptotic theory boundary hypotheses extreme values local power function survival model test consistency
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