Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152456 | Statistics & Probability Letters | 2011 | 10 Pages |
Abstract
In this paper, we consider the standard two-sample framework with right censoring. We construct useful confidence intervals for the ratio or difference of two hazard functions using smoothed empirical likelihood (EL) methods. The empirical log-likelihood ratio is derived and its asymptotic distribution is a standard chi-squared distribution. Bootstrap confidence bands are also proposed. Simulation studies show that the proposed EL confidence intervals have outperformed normal approximation methods in terms of coverage probability. It is concluded that the empirical likelihood methods provide better inference results.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yichuan Zhao, Meng Zhao,