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 language | English |
|---|---|
| Pages (from-to) | 985-995 |
| Journal | Statistics and Computing |
| Volume | 24 |
| Issue number | 6 |
| DOIs | |
| Publication status | Published - 1 Nov 2014 |
| Externally published | Yes |
Research Keywords
- Discretization technique
- Empirical Likelihood
- General transformation models
- Right censored data
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