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	Likelihood ratio inference for mean residual life
	Shen, Junshan ; Liang, Wei ; He, Shuyuan
	2012
关键词	Mean residual life Log-likelihood ratio Empirical likelihood EM algorithm RANDOM CENSORSHIP MODELS
英文摘要	One of the basic parameters in survival analysis is the mean residual life M (0). For right censored observation, the usual empirical likelihood based log-likelihood ratio leads to a scaled chi(2)(1) limit distribution and estimating the scaled parameter leads to lower coverage of the corresponding confidence interval. To solve the problem, we present a log-likelihood ratio l(M (0)) by methods of Murphy and van der Vaart (Ann Stat 1471-1509, 1997). The limit distribution of l(M (0)) is the standard chi(2)(1) distribution. Based on the limit distribution of l(M (0)), the corresponding confidence interval of M (0) is constructed. Since the proof of the limit distribution does not offer a computational method for the maximization of the log-likelihood ratio, an EM algorithm is proposed. Simulation studies support the theoretical result.; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000303384300014&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Statistics & Probability; SCI(E); 1; ARTICLE; 2; 401-408; 53
语种	英语
出处	SCI
出版者	statistical papers
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/157555]
专题	数学科学学院
推荐引用方式 GB/T 7714	Shen, Junshan,Liang, Wei,He, Shuyuan. Likelihood ratio inference for mean residual life. 2012-01-01.

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