A nonparametric test for comparing survival functions based on restricted distance correlation

In this article, we propose an omnibus test for comparing two survival functions under non-proportional hazards. The test statistic is based on a product-limit estimate of the restricted distance correlation, which is closely related to the L (2) distance between survival curves. The strong consistency is established under mild regularity conditions. Our simulation studies show that the new test has satisfactory power under proportional hazard and various non-proportional hazards settings including delayed treatment effect, diminishing effect, and crossing survival curves; therefore, it can be a competitive alternative to the existing omnibus tests such as Kolmogorov-Smirnov test, Cramer-von Mises test, two-stage test, and the maxCombo test based on weighted log-rank statistics. Two extensions of the new test to one-sided alternatives and a Gaussian kernel are also discussed.