Resampling modifications for the Bagai test

Abstract

In this paper, we develop resampling modifications for the Bagai statistics to test two competing risks model, and make their numerical comparisons in terms of coverage probabilities and statistical powers.We found that the bias-corrected bootstrap method consistently improves on the Jackknife, Efron's percentile bootstrap, and bootstrap-t methods in both cases of the coverage probability and statistical power. It is interesting that this results are different from the intuitive expectations in view of the convergence rates of the resampling methods. The practical importance is also discussed for the distribution free Bagai statistic to test stochastic ordering.