Empirical Likelihood in terms of Cumulative Hazard Function for 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 study here the empirical likelihood ratios with parameters that are linear functionals of the cumulative hazard function. Similar results were seen to hold here but one big advantage of using cumulative hazard is that it can handle right censored data seamlessly.

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