Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models
Cox 型回归拟合优度推断的广义鞅残差过程
In the paper a general class of stochastic processes based on the sums of weighted martingale-transform residuals for goodness-of-fit inference in general Cox's type regression models is studied. Their form makes the inference robust to covariate outliers. A weak convergence result for such processes is obtained giving the possibility of establishing the randomness of their graphs together with the construction of the formal $\chi^2$-type goodness-of-fit tests. By using the…