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Empirical likelihood confidence regions for one- or two-samples with doubly censored data
Shen, Junshan ; Yuen, Kam Chuen ; Liu, Chunling
2016
关键词Chi-square convergence Confidence region Doubly censored data EM algorithm Empirical likelihood ratio Moment constraint SURVIVAL PROBABILITIES MAXIMUM-LIKELIHOOD SELF-CONSISTENT EM ALGORITHM RATIO INFERENCE MODEL ESTIMATORS REGRESSION INTERVALS
英文摘要The purpose is to propose a new EM algorithm for doubly censored data subject to non-parametric moment constraints. Empirical likelihood confidence regions are constructed for one- or two-samples of doubly censored data. It is shown that the corresponding empirical likelihood ratio converges to a standard chi-square random variable. Simulations are carried out to assess the finite-sample performance of the proposed method. For illustration purpose, the proposed method is applied to a real data set with two samples. (C) 2015 Elsevier B.V. All rights reserved.; National Natural Science Foundation of China [10801003, 11171230, 11401502]; Department of Statistics and Actuarial Science; General Research Fund of Hong Kong [541111]; Hong Kong Polytechnic University fund [G-UA13]; University of Hong Kong; SCI(E); EI; ARTICLE; macliu@polyu.edu.hk; ,SI; 285-293; 93
语种英语
出处SCI ; EI
出版者COMPUTATIONAL STATISTICS & DATA ANALYSIS
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/422692]  
专题数学科学学院
推荐引用方式
GB/T 7714
Shen, Junshan,Yuen, Kam Chuen,Liu, Chunling. Empirical likelihood confidence regions for one- or two-samples with doubly censored data. 2016-01-01.
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