Empirical Likelihood Ratio, One Parameter Sub-family of Distribution Functions and Censored Data

Xiao-rong Pan and Mai Zhou

Abstract:

Recently it has been shown that empirical likelihood ratios can be used to form confidence intervals and test hypothesis about a linear functional of the distribution function just like the parametric case. We illustrate here the use of a particular kind of 1-parameter sub-family of distributions in the analysis of empirical likelihood with (and without) censored data. This approach not only simplify the theoretical analysis of limiting behavior of the empirical likelihood ratio, it also make the numerical search of constrained maxima much easier.

Keywords: Empirical Likelihood Ratio, One-parameter subfamilies of distributions, Censored Data.

Here is the full postscript text for this technical report. It is 227615 bytes long.