具有随机右删失随机变量分位数的经验似然推断（英文）

EMPIRICAL LIKELIHOOD INFERENCE FOR QUANTILES WITH RANDOM RIGHT CENSORED DATA

本文研究了具有随机右删失随机变量分位数的置信域的构造.利用经验似然和截尾值估算相结合的方法,给出了分位数的对数经验似然比统计量,在较少的条件下证明了该统计量的极限分布为自由度为1的x^2分布.使得完全数据下的分位数的经验似然推断方法应用到非完全数据中.

This paper studies the construction of confidence region for quantiles with random right censored variables. By combining empirical likelihood method and censored values estimation method, we obtain an empirical log-likelihood ratio statistics about quantiles. In weaker conditions, that the limiting distribution of the statistics is Chi-square distribution with one degree of freedom is proved. The makes the inference of empirical likelihood for quantiles from complete data to incomplete data.