For complete observation and p-dimensional parameter θ defined by an estimation equation, empirical likelihood method of construction of confidence region is based on the asymptotic χp2 distribution of -2 log（EL ra...For complete observation and p-dimensional parameter θ defined by an estimation equation, empirical likelihood method of construction of confidence region is based on the asymptotic χp2 distribution of -2 log（EL ratio）. For right censored lifetime data with covariables, however, it is shown in literature that -2 log（EL ratio） converges weakly to a scaled χp2 distribution, where the scale parameter is a function of unknown asymptotic covariance matrix. The construction of confidence region requires estimation of this scale parameter. In this paper, by using influence functions in the estimating equation, we show that -2 log（EL ratio） converges weakly to a standard χp2 distribution and hence eliminates the procedure of estimating the scale parameter.展开更多
基金supported by National Natural Science Foundation of China (Grant Nos. 11171230 and 11231010)
文摘For complete observation and p-dimensional parameter θ defined by an estimation equation, empirical likelihood method of construction of confidence region is based on the asymptotic χp2 distribution of -2 log（EL ratio）. For right censored lifetime data with covariables, however, it is shown in literature that -2 log（EL ratio） converges weakly to a scaled χp2 distribution, where the scale parameter is a function of unknown asymptotic covariance matrix. The construction of confidence region requires estimation of this scale parameter. In this paper, by using influence functions in the estimating equation, we show that -2 log（EL ratio） converges weakly to a standard χp2 distribution and hence eliminates the procedure of estimating the scale parameter.
