Robust Wald-Type Tests under Random Censoring with Applications to Clinical Trial Analyses
Abstract
Randomly censored survival data are frequently encountered in applied sciences including biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to get conclusive inference but the existing likelihood based tests, under a fully parametric model, are extremely non-robust against outliers in the data. Although, there exists a few robust parameter estimators (e.g., M-estimators and minimum density power divergence estimators) given randomly censored data, there is hardly any robust testing procedure available in the literature in this context. One of the major difficulties in this context is the construction of a suitable consistent estimator of the asymptotic variance of M estimators; the latter is a function of the unknown censoring distribution. In this paper, we take the first step in this direction by proposing a consistent estimator of asymptotic variance of the M-estimators based on randomly censored data without any assumption on the form of the censoring scheme. We then describe and study a class of robust Wald-type tests for parametric statistical hypothesis, both simple as well as composite, under such set-up, along with their general asymptotic and robustness properties. Robust tests for comparing two independent randomly censored samples and robust tests against one sided alternatives are also discussed. Their advantages and usefulness are demonstrated for the tests based on…
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