Liang, Wei and Dai, Hongsheng (2021) Empirical Likelihood Based on Synthetic Right Censored Data. Statistics and Probability Letters, 169. p. 108962. DOI https://doi.org/10.1016/j.spl.2020.108962
Liang, Wei and Dai, Hongsheng (2021) Empirical Likelihood Based on Synthetic Right Censored Data. Statistics and Probability Letters, 169. p. 108962. DOI https://doi.org/10.1016/j.spl.2020.108962
Liang, Wei and Dai, Hongsheng (2021) Empirical Likelihood Based on Synthetic Right Censored Data. Statistics and Probability Letters, 169. p. 108962. DOI https://doi.org/10.1016/j.spl.2020.108962
Abstract
In this paper, we develop a Mean Empirical Likelihood (MeanEL) method for right censored data. This MeanEL approach is based on traditional empirical likelihood methods but uses synthetic data to construct an EL ratio statistics, which is shown to have a $\chi^2$ limiting distribution. Different simulation studies show that the MeanEL confidence intervals tend to have more accurate coverage probabilities than other existing Empirical Likelihood methods. Theoretical comparisons of different EL methods are also provided under a general framework.
Item Type: | Article |
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Uncontrolled Keywords: | Censoring; Mean Empirical Likelihood; Survival Analysis |
Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 05 Oct 2020 07:57 |
Last Modified: | 16 May 2024 20:34 |
URI: | http://repository.essex.ac.uk/id/eprint/28831 |
Available files
Filename: EL_survival_main.pdf
Licence: Creative Commons: Attribution-Noncommercial-No Derivative Works 3.0
Filename: EL_survival_supplementary.pdf
Licence: Creative Commons: Attribution-Noncommercial-No Derivative Works 3.0