On a robust significance test for the Cox regression model
Tadeusz Bednarski ; Filip Borowicz
Discussiones Mathematicae Probability and Statistics, Tome 26 (2006), p. 221-233 / Harvested from The Polish Digital Mathematics Library
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A robust significance testing method for the Cox regression model, based on a modified Wald test statistic, is discussed. Using Monte Carlo experiments the asymptotic behavior of the modified robust versions of the Wald statistic is compared with the standard significance test for the Cox model based on the log likelihood ratio test statistic.

Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:277018 
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Tadeusz Bednarski; Filip Borowicz. On a robust significance test for the Cox regression model. Discussiones Mathematicae Probability and Statistics, Tome 26 (2006) pp. 221-233. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1084/

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