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Empirical likelihood ratio with doubly truncated data

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  • Pao-Sheng Shen

Abstract

Doubly truncated data appear in a number of applications, including astronomy and survival analysis. For doubly-truncated data, the lifetime T is observable only when U≤T≤V, where U and V are the left-truncated and right-truncated time, respectively. Based on the empirical likelihood approach of Zhou [21], we propose a modified EM algorithm of Turnbull [19] to construct the interval estimator of the distribution function of T. Simulation results indicate that the empirical likelihood method can be more efficient than the bootstrap method.

Suggested Citation

  • Pao-Sheng Shen, 2011. "Empirical likelihood ratio with doubly truncated data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(10), pages 2345-2353.
  • Handle: RePEc:taf:japsta:v:38:y:2011:i:10:p:2345-2353 DOI: 10.1080/02664763.2010.549216
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    References listed on IDEAS

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