Empirical likelihood based on synthetic right censored data

Wei Liang and Hongsheng Dai

Statistics & Probability Letters, 2021, vol. 169, issue C

Abstract: In this paper, we develop a Mean Empirical Likelihood (MeanEL) method for right censored data. This MeanEL approach is based on traditional empirical likelihood methods but uses synthetic data to construct an EL ratio statistics, which is shown to have a χ2 limiting distribution. Different simulation studies show that the MeanEL confidence intervals tend to have more accurate coverage probabilities than other existing Empirical Likelihood methods. Theoretical comparisons of different EL methods are also provided under a general framework.

Keywords: Censoring; Mean Empirical Likelihood; Survival Analysis (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2020.108962

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