A Class of Rank Test Procedures for Censored Survival Data
针对右删失生存数据的k样本问题，提出一类线性秩统计量，涵盖对数秩检验和Wilcoxon检验的推广，利用鞅理论证明渐近正态性并计算相对效率，蒙特卡洛模拟展示小样本表现。
A class of linear rank statistics is proposed for the k-sample problem with right-censored survival data. The class contains as special cases the log rank test (Mantel, 1966; Cox, 1972) and a test essentially equivalent to Peto & Peto's (1972) generalization of the Wilcoxon test. Martingale theory is used to establish asymptotic normality of test statistics under the null hypotheses considered, and to derive expressions for asymptotic relative efficiencies under contiguous sequences of alternative hypotheses. A class of distributions is presented which corresponds to the class of rank statistics in the sense that for each distribution there is a statistic with some optimal properties for detecting location alternatives from that distribution. Some Monte Carlo results are displayed which present small sample behaviour.