Rao's statistic for constant and proportional hazard models

Authors:
M. L. Menéndez
Affiliations:
Department of Applied Mathematics, E.T.S.A.M., Technical University of Madrid, 28040 Madrid, Spain
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

Citing 3
Cited 0

On Burbea-Rao divergence based goodness-of-fit tests for multinomial models

Journal of Multivariate Analysis
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On the convexity of some divergence measures based on entropy functions

IEEE Transactions on Information Theory

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Abstract

In this paper we introduce a new family of measures of divergence for the analysis of the degree of departure from a model with a constant hazard function and also for comparing if two models have proportional hazard rates. Our family of measures is based on the family of divergences introduced by Burbea and Rao (see [J. Burbea, C.R. Rao, On the convexity of higher order Jensen differences based on entropy functions, IEEE Transactions on Information Theory 28 (1982) 961-963]). Some well-known sets of data are reanalyzed using the new families of test statistics and confidence intervals introduced in this paper.