Empirical likelihood confidence regions for one- or two- samples with doubly censored data

Junshan Shen, Kam Chuen Yuen and Chunling Liu

Computational Statistics & Data Analysis, 2016, vol. 93, issue C, 285-293

Abstract: The purpose is to propose a new EM algorithm for doubly censored data subject to nonparametric moment constraints. Empirical likelihood confidence regions are constructed for one- or two- samples of doubly censored data. It is shown that the corresponding empirical likelihood ratio converges to a standard chi-square random variable. Simulations are carried out to assess the finite-sample performance of the proposed method. For illustration purpose, the proposed method is applied to a real data set with two samples.

Keywords: Chi-square convergence; Confidence region; Doubly censored data; EM algorithm; Empirical likelihood ratio; Moment constraint (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:93:y:2016:i:c:p:285-293

DOI: 10.1016/j.csda.2015.01.010

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