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作者:

Sun Zhimeng (Sun Zhimeng.) | Zhang Zhongzhan (Zhang Zhongzhan.) (学者:张忠占)

收录:

CPCI-S

摘要:

This article develops empirical inference method for linear transformation models with randomly right censored data. An empirical likelihood ratio statistic is constructed through a synthetic data approach and is shown to have a limiting weighted chi-square distribution. For inference convenience, an adjusted empirical likelihood ratio statistic is proposed on base of the former one, which is shown to have a limiting standard central chi-square distribution. Confidence regions of regression parameters are then constructed. A simulation study is carried out to investigate the performance of the empirical likelihood method and the adjusted empirical likelihood method proposed in this article compared with the traditional normal approximation method. It results out that the two empirical likelihood methods have more accurate confidence regions and better coverage probabilities than normal approximation method.

关键词:

Empirical Likelihood Inference Region Right Censoring Transformation Model

作者机构:

  • [ 1 ] [Sun Zhimeng]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

通讯作者信息:

  • [Sun Zhimeng]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II

年份: 2009

页码: 1958-1964

语种: 英文

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WoS核心集被引频次: 0

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ESI高被引论文在榜: 0 展开所有

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