Empirical likelihood semiparametric regression analysis under random censorship

doi:10.1006/jmva.2001.2060

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	Empirical likelihood semiparametric regression analysis under random censorship
	Wang, QH; Li, G
	2002-11-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	83 期号:2 页码:469-486
摘要	This paper considers large sample inference for the regression parameter in a partly linear model for right censored data. We introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions. A Monte Carlo method is proposed to approximate the limiting distribution. This enables one to make empirical likelihood-based inference for the regression parameter. We also develop an adjusted empirical likelihood method which only appeals to standard chi-square tables. Finite sample performance of the proposed methods is illustrated in a simulation study. (C) 2002 Elsevier Science (USA).
关键词	empirical likelihood partly linear model product-limit estimator random censorship
DOI	10.1006/jmva.2001.2060
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000179521500011
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17718
专题	应用数学研究所
通讯作者	Wang, QH
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Wang, QH,Li, G. Empirical likelihood semiparametric regression analysis under random censorship[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2002,83(2):469-486.
APA	Wang, QH,&Li, G.(2002).Empirical likelihood semiparametric regression analysis under random censorship.JOURNAL OF MULTIVARIATE ANALYSIS,83(2),469-486.
MLA	Wang, QH,et al."Empirical likelihood semiparametric regression analysis under random censorship".JOURNAL OF MULTIVARIATE ANALYSIS 83.2(2002):469-486.