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	Empirical likelihood for the difference of quantiles under censorship
	Shen, Junshan ; He, Shuyuan
	2007
关键词	censored data difference of quantiles empirical likelihood RATIO CONFIDENCE BANDS SURVIVAL PROBABILITIES INTERVALS ESTIMATOR DENSITY
英文摘要	In this paper, we use a smoothed empirical likelihood method to investigate the difference of quantiles under censorship. An empirical log-likelihood ratio is derived and its asymptotic distribution is shown to be chi-squared. Approximate confidence regions based on this method are constructed. Simulation studies are used to compare the empirical likelihood and the normal approximation method in terms of its coverage accuracy. It is found that the empirical likelihood method provides a much better performance.; Statistics & Probability; SCI(E); 5; ARTICLE; 3; 437-457; 48
语种	英语
出处	SCI
出版者	statistical papers
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/157848]
专题	数学科学学院
推荐引用方式 GB/T 7714	Shen, Junshan,He, Shuyuan. Empirical likelihood for the difference of quantiles under censorship. 2007-01-01.

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