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Empirical Likelihood Type Confidence Intervals Under Random Censorship

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Abstract

In this paper a simple way to obtain empirical likelihood type confidenceintervals for the mean under random censorship is suggested. An extension tothe more general case where the functional of interest is an M-functional isdiscussed and the proposed technique is used to construct confidenceintervals for quantiles. The results of a simulation study carried out toassess the accuracy of these inferential procedures are also given.

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Authors and Affiliations

  1. Dipartimento di Scienze Statistiche, Università di Padova, via S. Francesco 33, 35121, Padova, Italy

    Gianfranco Adimari

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  1. Gianfranco Adimari
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Adimari, G. Empirical Likelihood Type Confidence Intervals Under Random Censorship. Annals of the Institute of Statistical Mathematics 49, 447–466 (1997). https://doi.org/10.1023/A:1003114711483

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  • DOI: https://doi.org/10.1023/A:1003114711483

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