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Persistent link: https://www.econbiz.de/10005756351
We consider a semiparametric competing risk model given by k independent survival times. The paper offers an asymptotic treatment of tests for the semiparametric null hypothesis of equality of the underlying risks. It turns out that modified rank tests are asymptotically efficient for certain...
Persistent link: https://www.econbiz.de/10005598745
We show that a deeper insight into the relations among marginal processes of a multivariate Markov chain can be gained by testing hypotheses of Granger noncausality, contemporaneous independence and monotone dependence. Granger noncausality and contemporaneous independence conditions are read...
Persistent link: https://www.econbiz.de/10010994994