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| 摘要: |
| 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χ2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. |
| 关键词: 经验似然 右删失 置信区间 χ2分布 |
| DOI： |
| 分类号:O212.1 |
| 基金项目:Supported by Science and Technology Project of Henan Province (112300410191). |
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| EMPIRICAL LIKELIHOOD INFERENCE FOR QUANTILES WITH RANDOM RIGHT CENSORED DATA |
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LIU Chang-sheng,LI Yong-xian
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| Abstract: |
| 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. |
| Key words: empirical likelihood right censored confidence interval Chi-square distribution |
