Empirical likelihood ratio with doubly truncated data

Pao-Sheng Shen

Journal of Applied Statistics, 2011, vol. 38, issue 10, 2345-2353

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.

Keywords: likelihood ratio; double truncation; maximization (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1080/02664763.2010.549216

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