Empirical likelihood inference for general transformation models with right censored data

被引:2
|
作者
Li, Jianbo [1 ]
Huang, Zhensheng [2 ]
Lian, Heng [3 ]
机构
[1] Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Jiangsu, Peoples R China
[2] Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Jiangsu, Peoples R China
[3] Nanyang Technol Univ, SPMS, Div Math Sci, Singapore 637371, Singapore
关键词
Discretization technique; Empirical Likelihood; General transformation models; Right censored data; REGRESSION;
D O I
10.1007/s11222-013-9415-3
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
In this work, we consider empirical likelihood inference for general transformation models with right censored data. The models are a class of flexible semiparametric survival models and include many popular survival models as their special cases. Based on the marginal likelihood function, we define an empirical likelihood ratio statistic. Under some regularity conditions, we show that the empirical likelihood ratio statistic asymptotically follows a standard chi-squared distribution. Through some simulation studies and a real data application, we show that our proposed procedure can work fairly well even for relatively small sample size and high censoring.
引用
收藏
页码:985 / 995
页数:11
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