Empirical likelihood type confidence intervals under random censorship

被引：22

作者：

Adimari, G ^{[1
]}

机构：

[1] UNIV PADUA,DIPARTIMENTO SCI STAT,I-35121 PADUA,ITALY

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1997年 / 49卷 / 03期

关键词：

censored data; empirical likelihood; Kaplan-Meier estimator; M-estimator; M-functional; profile likelihood;

D O I：

10.1023/A:1003114711483

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper a simple way to obtain empirical likelihood type confidence intervals for the mean under random censorship is suggested. An extension to the more general case where the functional of interest is an M-functional is discussed and the proposed technique is used to construct confidence intervals for quantiles. The results of a simulation study carried out to assess the accuracy of these inferential procedures are also given.

引用

页码：447 / 466

页数：20

共 16 条

[1]

Andersen PK., 2012, Statistical models based on counting processes

[2] A CONFIDENCE-INTERVAL FOR THE MEDIAN SURVIVAL-TIME [J].