Empirical Likelihood Inference for the Difference of Quantiles with Right Censoring

来源 :2009 International Conference on Financial Statistics and Fi | 被引量 : 0次 | 上传用户:yuhua1435
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  In this talk,we study two independent samples under right censoring.Using a smoothed empirical likelihood method,we investigate the difference of quantiles in the two samples and construct the point wise confidence intervals from it as well.The empirical log-likelihood ratio is proposed and its asymptotic limit is shown to be a standard chi-squared distribution.In the simulation studies,in terms of coverage accuracy and average length of confidence intervals,we compare the empirical likelihood and the normal approximation method.It is concluded that the empirical likelihood method has a better performance.At last,a real clinical trial data is used for the purpose of illustration.
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