Empirical likelihood for the difference of two survival functions under right censorship

被引：11

作者：

Shen, JS ^{[1
]}

He, SY

机构：

[1] Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China

[2] Peking Univ, LMAM, Beijing 100871, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2006年 / 76卷 / 02期

基金：

中国国家自然科学基金;

关键词：

censored data; empirical likelihood; survival function;

D O I：

10.1016/j.spl.2005.07.018

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：

For right censored data, empirical likelihood method is used to construct the confidence band for the difference of two survival functions. The empirical log-likelihood ratio is derived and its asymptotic distribution is obtained. Simulation studies show that the likelihood confidence band based on the empirical likelihood method performed better than that of the Hall-Wellner type band in terms of the coverage accuracy, especially for small size of observation. (C) 2005 Elsevier B.V. All rights reserved.

引用

页码：169 / 181

页数：13

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