Empirical likelihood for a class of functionals of survival distribution with censored data

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	Empirical likelihood for a class of functionals of survival distribution with censored data
	Wang, QH; Jing, BY
	2001-09-01
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN	0020-3157
卷号	53 期号:3 页码:517-527
摘要	The empirical likelihood was introduced by Owen, although its idea originated from survival analysis in the context of estimating the survival probabilities given by Thomas and Grunkemeier. In this paper, we investigate how to apply the empirical likelihood method to a class of functionals of survival function in the presence of censoring. We define an adjusted empirical likelihood and show that it follows a chi-square distribution. Some simulation studies are presented to compare the empirical likelihood method with the Studentized-t method. These results indicate that the empirical likelihood method works better than or equally to the Studentized-t method, depending on the situations.
关键词	emprical likelihood censoring Kaplan-Meier estimate survival probability mean lifetime Studentized-t
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000172037200007
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16112
专题	应用数学研究所
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 10080, Peoples R China 2.Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Wang, QH,Jing, BY. Empirical likelihood for a class of functionals of survival distribution with censored data[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2001,53(3):517-527.
APA	Wang, QH,&Jing, BY.(2001).Empirical likelihood for a class of functionals of survival distribution with censored data.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,53(3),517-527.
MLA	Wang, QH,et al."Empirical likelihood for a class of functionals of survival distribution with censored data".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 53.3(2001):517-527.