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Empirical likelihood for truncation parameter in random truncation model

By JS Shen and SY He


In this paper we use the empirical likelihood method to construct confidence interval for truncation parameter in random truncation model. The empirical log-likelihood ratio is derived and its asymptotic distribution is shown to be a weighted chi-square. Simulation studies are used to compare the confidence intervals based on empirical likelihood and those based on normal approximation. It is found that the empirical likelihood method provides improved confidence interval. (c) 2004 Elsevier B.V. All rights reserved.Statistics & ProbabilitySCI(E)0ARTICLE190-10713

Topics: confidence interval, empirical likelihood, truncation parameter, CENSORED-DATA, SURVIVAL PROBABILITIES, CONFIDENCE-INTERVALS, RATIO ESTIMATION, REGRESSION
Publisher: journal of statistical planning and inference
Year: 2006
DOI identifier: 10.1016/j.jspi.2004.06.034
OAI identifier: oai:localhost:20.500.11897/252979
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