Two Pearson-type goodness-of-fit test statistics for parametric families are considered for randomly right-censored data. Asymptotic distribution theory for the test statistics is based on the result that the product-limit process with MLE for nuisance parameters converges weakly to a Gaussian process. The Chernoff-Lehmann (1954) result extends to a generalized Pearson statistic. A modified Pearson statistic is shown to have a limiting chi-square null distribution.
@article{1176349953,
author = {Habib, M. G. and Thomas, D. R.},
title = {Chi-Square Goodness-if-Fit Tests for Randomly Censored Data},
journal = {Ann. Statist.},
volume = {14},
number = {2},
year = {1986},
pages = { 759-765},
language = {en},
url = {http://dml.mathdoc.fr/item/1176349953}
}
Habib, M. G.; Thomas, D. R. Chi-Square Goodness-if-Fit Tests for Randomly Censored Data. Ann. Statist., Tome 14 (1986) no. 2, pp. 759-765. http://gdmltest.u-ga.fr/item/1176349953/