Empirical likelihood for a class of functionals of survival distribution with censored data
文献类型:期刊论文
作者 | Wang, QH![]() |
刊名 | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
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出版日期 | 2001-09-01 |
卷号 | 53期号:3页码:517-527 |
关键词 | emprical likelihood censoring Kaplan-Meier estimate survival probability mean lifetime Studentized-t |
ISSN号 | 0020-3157 |
英文摘要 | 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. |
WOS研究方向 | Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000172037200007 |
出版者 | KLUWER ACADEMIC PUBL |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16111] ![]() |
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. |
入库方式: OAI收割
来源:数学与系统科学研究院
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