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Empirical likelihood for the difference of quantiles under censorship
Authors:Junshan Shen  Shuyuan He
Institution:(1) School of Mathematical Sciences and LMAM, Peking University, 100871 Beijing, China
Abstract:In this paper, we use a smoothed empirical likelihood method to investigate the difference of quantiles under censorship. An empirical log-likelihood ratio is derived and its asymptotic distribution is shown to be chi-squared. Approximate confidence regions based on this method are constructed. Simulation studies are used to compare the empirical likelihood and the normal approximation method in terms of its coverage accuracy. It is found that the empirical likelihood method provides a much better performance. The research is supported by NSFC (10231030) and RFDP.
Keywords:primary 62F12  secondary 62G15
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