Empirical likelihood ratio test for median and mean residual lifetime
نویسندگان
چکیده
منابع مشابه
Empirical likelihood ratio test for median and mean residual lifetime.
Prompted by several recent papers on the inference on median and mean residual life time, we note that the testing involving the mean or median residual life function in censored survival data can be obtained by an easy application of the general empirical likelihood ratio test. This approach has several advantages: (1) There is no need to estimate the variance/covariance at all, which may beco...
متن کاملAn Empirical Likelihood Ratio Test for Normality
The empirical likelihood ratio (ELR) test for the problem of testing for normality is derived in this paper. The sampling properties of the ELR test and four other commonly used tests are provided and analyzed using the Monte Carlo simulation technique. The power comparisons against a wide range of alternative distributions show that the ELR test is the most powerful of these tests in certain s...
متن کاملA Mean Likelihood Ratio Speci cation Test
This paper considers the problem of speci cation testing in general parametric models and shows that for a wide class of models the hypothesis of correct speci cation is equivalent to a continuum of moment equalities. Using these moment equalities we construct a class of speci cation tests that have correct asymptotic size in general parametric models, including stationary time series models, a...
متن کاملA Simple Density-Based Empirical Likelihood Ratio Test for Independence.
We develop a novel nonparametric likelihood ratio test for independence between two random variables using a technique that is free of the common constraints of defining a given set of specific dependence structures. Our methodology revolves around an exact density-based empirical likelihood ratio test statistic that approximates in a distribution-free fashion the corresponding most powerful pa...
متن کاملEmpirical likelihood inference for regression model of mean quality-adjusted lifetime with censored data
The authors consider the empirical likelihood method for the regression model of mean qualityadjusted lifetime with right censoring. They show that an empirical log-likelihood ratio for the vector of the regression parameters is asymptotically a weighted sum of independent chi-square distributions. They obtain an adjusted empirical log-likelihood ratio which is asymptotically standard chi-squar...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics in Medicine
سال: 2010
ISSN: 0277-6715
DOI: 10.1002/sim.4110