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Empirical likelihood inference for general transformation models with right censored data

  • Jianbo Li
  • , Zhensheng Huang
  • , Heng Lian*
  • *Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

In this work, we consider empirical likelihood inference for general transformation models with right censored data. The models are a class of flexible semiparametric survival models and include many popular survival models as their special cases. Based on the marginal likelihood function, we define an empirical likelihood ratio statistic. Under some regularity conditions, we show that the empirical likelihood ratio statistic asymptotically follows a standard chi-squared distribution. Through some simulation studies and a real data application, we show that our proposed procedure can work fairly well even for relatively small sample size and high censoring.
Original languageEnglish
Pages (from-to)985-995
JournalStatistics and Computing
Volume24
Issue number6
DOIs
Publication statusPublished - 1 Nov 2014
Externally publishedYes

Research Keywords

  • Discretization technique
  • Empirical Likelihood
  • General transformation models
  • Right censored data

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