Empirical likelihood ratio with doubly truncated data
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 , we propose a modified EM algorithm of Turnbull  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.
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Volume (Year): 38 (2011)
Issue (Month): 10 ()
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