郑明, 杜玮. 含有截断和缺失数据的经验似然推断[J]. 应用概率统计, 2008, 24(4): 361-370.
引用本文: 郑明, 杜玮. 含有截断和缺失数据的经验似然推断[J]. 应用概率统计, 2008, 24(4): 361-370.
Zheng Ming, Du Wei. Empirical Likelihood-Based Inference with Missing and Censored Data[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(4): 361-370.
Citation: Zheng Ming, Du Wei. Empirical Likelihood-Based Inference with Missing and Censored Data[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(4): 361-370.

含有截断和缺失数据的经验似然推断

Empirical Likelihood-Based Inference with Missing and Censored Data

  • 摘要: 本文将经验似然的方法应用到同时包含截断和缺失数据的情况. 通过定义调整后的经验似然比, 证明它服从\chi^2分布. 利用随机模拟, 比较经验似然和正态方法的优劣. 结果发现经验似然方法在很多情况下都优于正态方法.

     

    Abstract: In this paper, we investigate how to apply the empirical likelihood method to the mean in the presence of censoring and missing. We show that an adjusted empirical likelihood statistic follows a chi-square distribution. Some simulation studies are presented to compare the empirical likelihood method with the normal method. These results indicate that the empirical likelihood method works better than or equally to the normal method.

     

/

返回文章
返回