Article ID Journal Published Year Pages File Type
1148983 Journal of Statistical Planning and Inference 2006 18 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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