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Empirical Likelihood Based on Synthetic Right Censored Data

Liang, Wei and Dai, Hongsheng (2021) 'Empirical Likelihood Based on Synthetic Right Censored Data.' Statistics and Probability Letters, 169. ISSN 0167-7152 (In Press)

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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
Uncontrolled Keywords: Censoring, Mean Empirical Likelihood, Survival Analysis
Divisions: Faculty of Science and Health > Mathematical Sciences, Department of
Depositing User: Elements
Date Deposited: 05 Oct 2020 07:57
Last Modified: 14 Oct 2021 01:00
URI: http://repository.essex.ac.uk/id/eprint/28831

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