Adjusted empirical likelihood for right censored lifetime data

Jiayin Zheng, Junshan Shen () and Shuyuan He

Statistical Papers, 2014, vol. 55, issue 3, 827-839

Abstract: Adjusted empirical likelihood (AEL) is a method to improve the performance of the empirical likelihood (EL) particularly in the construction of the confidence interval based on completely observed data. In this paper, we extend AEL approach to the analysis of right censored data by adopting an influence function method. The main results include that the adjusted log-likelihood ratio is asymptotically Chi-squared distributed. Simulation results indicate that the proposed AEL-based confidence intervals perform better compared with normality-based or EL-based confidence intervals specifically for small sample size within the right-censoring setting. The proposed method is illustrated by analysis of survival time of patients after operation for spinal tumors. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Adjusted empirical likelihood; Right censored data; Influence function; Kaplan–Meier estimation; Confidence interval; Primary 62H99; Secondary 62H05 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00362-013-0529-7

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