Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155051 | Statistics & Probability Letters | 2006 | 13 Pages |
Abstract
For right censored data, empirical likelihood method is used to construct the confidence band for the difference of two survival functions. The empirical log-likelihood ratio is derived and its asymptotic distribution is obtained. Simulation studies show that the likelihood confidence band based on the empirical likelihood method performed better than that of the Hall–Wellner type band in terms of the coverage accuracy, especially for small size of observation.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Junshan Shen, Shuyuan He,