Empirical likelihood inference for general transformation models with right censored data |
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Authors: | Jianbo Li Zhensheng Huang Heng Lian |
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Institution: | 1. School of Mathematics and Statistics, Jiangsu Normal University, Xuzhou, Jiangsu, 221116, P.R. China 2. School of Sciences, Nanjing University of Science and Technology, Nanjing, Jiangsu, 210094, P.R. China 3. Division of Mathematical Sciences, SPMS, Nanyang Technological University, Singapore, 637371, Singapore
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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. |
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