Adjusted empirical likelihood for right censored lifetime data

被引:0
|
作者
Jiayin Zheng
Junshan Shen
Shuyuan He
机构
[1] Peking University,School of Mathematical Sciences
[2] Capital Normal University,School of Mathematical Sciences
来源
Statistical Papers | 2014年 / 55卷
关键词
Adjusted empirical likelihood; Right censored data; Influence function; Kaplan–Meier estimation; Confidence interval; Primary 62H99; Secondary 62H05;
D O I
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中图分类号
学科分类号
摘要
Adjusted empirical likelihood (AEL) is a method to improve the performance of the empirical likelihood (EL) particularly in the construction of the confidence interval based on completely observed data. In this paper, we extend AEL approach to the analysis of right censored data by adopting an influence function method. The main results include that the adjusted log-likelihood ratio is asymptotically Chi-squared distributed. Simulation results indicate that the proposed AEL-based confidence intervals perform better compared with normality-based or EL-based confidence intervals specifically for small sample size within the right-censoring setting. The proposed method is illustrated by analysis of survival time of patients after operation for spinal tumors.
引用
收藏
页码:827 / 839
页数:12
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