Censored Empirical Likelihood with Over-determined Hazard-type Constraints
نویسنده
چکیده
Qin and Lawless (1994) studied the empirical likelihood method with general estimating equations. They obtained very nice asymptotic properties especially when the number of estimation equations exceeds the number of parameters (over determined case). We study here a parallel setup to Qin and Lawless but uses a hazard-type estimating equations. The empirical likelihood we use here is also formulated in terms of the hazard. The advantage of using hazard is that right censored data can be handled easily. We obtained similar asymptotic results for the maximum empirical likelihood estimator and the empirical likelihood ratio test, also for the over determined case. Three examples are provided to demonstrate the potential applications of the method.
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