Empirical likelihood for the difference of quantiles under censorship | |
Shen, Junshan ; He, Shuyuan | |
2007 | |
关键词 | censored data difference of quantiles empirical likelihood RATIO CONFIDENCE BANDS SURVIVAL PROBABILITIES INTERVALS ESTIMATOR DENSITY |
英文摘要 | In this paper, we use a smoothed empirical likelihood method to investigate the difference of quantiles under censorship. An empirical log-likelihood ratio is derived and its asymptotic distribution is shown to be chi-squared. Approximate confidence regions based on this method are constructed. Simulation studies are used to compare the empirical likelihood and the normal approximation method in terms of its coverage accuracy. It is found that the empirical likelihood method provides a much better performance.; Statistics & Probability; SCI(E); 5; ARTICLE; 3; 437-457; 48 |
语种 | 英语 |
出处 | SCI |
出版者 | statistical papers |
内容类型 | 其他 |
源URL | [http://hdl.handle.net/20.500.11897/157848] ![]() |
专题 | 数学科学学院 |
推荐引用方式 GB/T 7714 | Shen, Junshan,He, Shuyuan. Empirical likelihood for the difference of quantiles under censorship. 2007-01-01. |
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