2019
DOI: 10.1080/10485252.2019.1705298
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Nonparametric tests for transition probabilities in nonhomogeneous Markov processes

Abstract: This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are a linear nonparametric test, an L 2 -norm-based test and a Kolmogorov-Smirnov-type test. Significance level assessment is based on rigorous procedures, which are justified through the use of modern empirical process theory. Moreover, the L 2 -norm and the Kolmogorov-Smirnov… Show more

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Cited by 7 publications
(8 citation statements)
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“…To statistically evaluate the difference of the CIFs of NRM and GVHD between the 2 biomarker groups, while accounting for the left truncation at each landmark point, we used 2-sample nonparametric linear tests. 18 To perform a multivariable competing risks analysis, the biomarker values for all landmarks points were stacked into a single variable, and a semiparametric proportional cause-specific hazards model was fitted to the data. 17 Hazard ratios (HRs) with 95% confidence intervals (CIs) were reported to demonstrate effect size.…”
Section: Discussionmentioning
confidence: 99%
“…To statistically evaluate the difference of the CIFs of NRM and GVHD between the 2 biomarker groups, while accounting for the left truncation at each landmark point, we used 2-sample nonparametric linear tests. 18 To perform a multivariable competing risks analysis, the biomarker values for all landmarks points were stacked into a single variable, and a semiparametric proportional cause-specific hazards model was fitted to the data. 17 Hazard ratios (HRs) with 95% confidence intervals (CIs) were reported to demonstrate effect size.…”
Section: Discussionmentioning
confidence: 99%
“…The file with one quarter of the randomly selected points in the first step and the file with the regularized time series generated in the second step are compared. The agreement between the separate and the new points produced by the regularization algorithm is checked through the Kolmogorov-Smirnov test (K-S Test) (Marsaglia et al 2003;Bakoyannis 2020;Sadhanala et al 2019;del Barrio et al 2020).…”
Section: Regularizing Time Seriesmentioning
confidence: 99%
“…Calculation of confidence bands and nonparametric two‐sample tests can be performed using the approaches by Bluhmki et al . (2018) and Bakoyannis (2020), respectively.…”
Section: Introductionmentioning
confidence: 99%
“…With independent observations, nonparametric estimation of the transition probabilities for such multistate processes can be performed using the Aalen-Johansen estimator ( Aalen and Johansen, 1978 ). Calculation of confidence bands and nonparametric two-sample tests can be performed using the approaches by Bluhmki et al (2018) and Bakoyannis (2020) , respectively.…”
Section: Introductionmentioning
confidence: 99%
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