Document Type
Article
Publication Date
12-2023
Keywords
non-proportional hazards; restricted distance correlation; omnibus test; strong consistency
Abstract
In this article, we propose an omnibus test for comparing two survival functions under non-proportional hazards. The test statistic is based on a product-limit estimate of the restricted distance correlation, which is closely related to the L2 distance between survival curves. The strong consistency is established under mild regularity conditions. Our simulation studies show that the new test has satisfactory power under proportional hazard and various non-proportional hazards settings including delayed treatment effect, diminishing effect, and crossing survival curves; therefore, it can be a competitive alternative to the existing omnibus tests such as Kolmogorov-Smirnov test, Cramer-von Mises test, two-stage test, and the maxCombo test based on weighted log-rank statistics. Two extensions of the new test to one-sided alternatives and a Gaussian kernel are also discussed.
Citation
Zhang, Q. (2023). A Nonparametric Test for Comparing Survival Functions Based on Restricted Distance Correlation. Dependence Modeling, 11, 20230108. https://doi.org/10.1515/demo-2023-0108
Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.