Empirical Likelihood Confidence Band

作者: Shihong Zhu

DOI:

关键词: Confidence and prediction bandsStatisticsCovariateEconometricsSurvival functionRestricted maximum likelihoodLikelihood principlePsychologyLikelihood-ratio testEmpirical likelihoodLikelihood function

摘要: OF DISSERTATION Empirical Likelihood Confidence Band The confidence band represents an important measure of uncertainty associated with a functional estimator and empirical likelihood method has been proved to be viable approach constructing bands in many cases. Using the ratio principle, this dissertation developed simultaneous for functions fundamental importance survival analysis, including function, difference functions, hazards other parameters involving residual lifetimes. Covariate adjustment was incorporated under proportional assumption. proposed can very useful when, example, individualized function is desired or non-proportional present treatment effect assessment. Its large sample property theoretically verified competitive finite performance demonstrated by extensive numerical simulation studies.

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