Empirical likelihood confidence intervals for hazard and density functions under right censorship

2007 ◽  
Vol 60 (3) ◽  
pp. 575-589 ◽  
Author(s):  
Junshan Shen ◽  
Shuyuan He
Keyword(s):  
Confidence Intervals ◽  
Empirical Likelihood ◽  
Density Functions ◽  
Right Censorship

scholarly journals Empirical likelihood confidence intervals for the Gini measure of income inequality

2010 ◽  
Vol 27 (6) ◽  
pp. 1429-1435 ◽  
Author(s):  
Yongsong Qin ◽  
J.N.K. Rao ◽  
Changbao Wu
Keyword(s):  
Income Inequality ◽  
Confidence Intervals ◽  
Empirical Likelihood

Influence function-based empirical likelihood for inference of quantile medical costs with censored data

2019 ◽  
Vol 29 (7) ◽  
pp. 1913-1934
Author(s):  
Jenny Jeyarajah ◽  
Guanhao Wei ◽  
Gengsheng Qin
Keyword(s):  
Confidence Intervals ◽  
Censored Data ◽  
Empirical Likelihood ◽  
Influence Function ◽  
Likelihood Ratio Statistic ◽  
Medical Costs ◽  
Finite Sample ◽  
Chi Square ◽  
Coverage Probabilities ◽  
Interval Lengths

In this paper, we propose empirical likelihood methods based on influence function and Jackknife techniques to construct confidence intervals for quantile medical costs with censored data. We show that the influence function-based empirical log-likelihood ratio statistic for the quantile medical cost has a standard Chi-square distribution as its asymptotic distribution. Simulation studies are conducted to compare coverage probabilities and interval lengths of the proposed empirical likelihood confidence intervals with the existing normal approximation-based confidence intervals for quantile medical costs. The proposed methods are observed to have better finite-sample performances than existing methods. The new methods are also illustrated through a real example.

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