A Wilks Theorem for the Censored Empirical Likelihood of Several Means
نویسنده
چکیده
In this paper we give a proof of the Wilks theorem for the empirical likelihood ratio test for the right censored data, when the hypothesis are formulated in terms of p estimating equations or mean functions. In particular we show that the empirical likelihood ratio test statistic is equal to a quadratic form similar to a Hotelling’s T 2 statistic, plus a small error. The least favorable distribution is given explicitly in terms of advanced time transformation.
منابع مشابه
A Wilks Theorem for the Censored Empirical Likelihood of Means
In this note we give a proof of the Wilks theorem for the empirical likelihood ratio for the right censored data, when the hypothesis are formulated in terms of p estimating equations or mean functions. In particular we show that the empirical likelihood ratio test statistic is equal to a quadratic form similar to a Hotelling’s T 2 statistic, plus a small error.
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