To test if a density "f" is equal to a specified "f"₀, one knows by the Neyman-Pearson lemma the form of the optimal test at a specified alternative "f"₁. Any non-parametric density estimation scheme allows an estimate of "f". This leads to estimated likelihood ratios. Properties are studied of...

type="main" xml:id="sjos12042-abs-0001" <title type="main">ABSTRACT</title> <p>We derive two types of Akaike information criterion (AIC)-like model-selection formulae for the semiparametric pseudo-maximum likelihood procedure. We first adapt the arguments leading to the original AIC formula, related to empirical estimation...</p>

Proportional hazards is commonly assumed in survival analysis. This assumption appears to be mainly a mathematical convenience, made in order to interpret Cox models in a simple manner. There remains the questions of whether this assumption is actually true to reality in a sufficient number of...

The traditional Cox proportional hazards regression model uses an exponential relative risk function. We argue that under various plausible scenarios, the relative risk part of the model should be bounded, suggesting also that the traditional model often might overdramatize the hazard rate...