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Empirical likelihood for the difference of two survival functions under right censorship

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  • Shen, Junshan
  • He, Shuyuan
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    Abstract

    For right censored data, empirical likelihood method is used to construct the confidence band for the difference of two survival functions. The empirical log-likelihood ratio is derived and its asymptotic distribution is obtained. Simulation studies show that the likelihood confidence band based on the empirical likelihood method performed better than that of the Hall-Wellner type band in terms of the coverage accuracy, especially for small size of observation.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-4GY842V-1/2/0ee669ab65d21d0ead93299ae886e4e6
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 76 (2006)
    Issue (Month): 2 (January)
    Pages: 169-181

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    Handle: RePEc:eee:stapro:v:76:y:2006:i:2:p:169-181

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    Related research

    Keywords: Censored data Empirical likelihood Survival function;

    References

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    1. Einmahl, J.H.J. & McKeague, I.W., 1999. "Confidence tubes for multiple quantile plots via empirical likelihood," Open Access publications from Tilburg University urn:nbn:nl:ui:12-142078, Tilburg University.
    2. Li, Gang, 1995. "On nonparametric likelihood ratio estimation of survival probabilities for censored data," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 95-104, November.
    3. McKeague, Ian W. & Zhao, Yichuan, 2002. "Simultaneous confidence bands for ratios of survival functions via empirical likelihood," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 405-415, December.
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    Cited by:
    1. Zhao, Yichuan & Zhao, Meng, 2011. "Empirical likelihood for the contrast of two hazard functions with right censoring," Statistics & Probability Letters, Elsevier, vol. 81(3), pages 392-401, March.

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