Computation of the empirical likelihood ratio from censored data
نویسندگان
چکیده
منابع مشابه
Computation of the Empirical Likelihood Ratio from Censored Data
The empirical likelihood ratio method is a general nonparametric inference procedure that has many desirable properties. Recently, the procedure has been generalized to several settings including testing of weighted means with right censored data. However, the computation of the empirical likelihood ratio with censored data and other complex settings is often non-trivial. We propose to use a se...
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Empirical likelihood ratio method (Thomas and Grunkmier 1975, Owen 1988, 1990, 2001) is a general nonparametric inference procedure that has many nice properties. Recently the procedure has been shown to also work with censored data with various parameters and the nice properties also hold there. But the computation of the empirical likelihood ratios with censored data and/or complex setting is...
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It has been shown that (with complete data) empirical likelihood ratios can be used to form con dence intervals and test hypothesis about a linear functional of the distribution function just like the parametric case. We study here the empirical likelihood ratios for right censored data and with parameters that are linear functionals of the cumulative hazard function. Martingale techniques make...
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Mai Zhou 1 University of Kentucky, Lexington, KY 40506 USA Summary. Empirical likelihood ratio method (Thomas and Grunkmier 1975, Owen 1988, 1990, 2001) is a general nonparametric inference procedure that has many nice properties. Recently the procedure has been shown to work with some censored/truncated data with various parameters. But the computation of the empirical likelihood ratios with c...
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Let (X,Y ) be a random vector, where Y denotes the variable of interest possibly subject to random right censoring, and X is a covariate. We construct confidence intervals and bands for the conditional survival and quantile function of Y given X using a nonparametric likelihood ratio approach. This approach was introduced by Thomas and Grunkemeier (1975), who estimated confidence intervals of s...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2007
ISSN: 0094-9655,1563-5163
DOI: 10.1080/10629360600890998