Empirical Likelihood with Overdetermined Hazard-type Constraints
Empirical Likelihood with Overdetermined Hazard-type Constraints
复制标题
具有超定危险类型约束的经验似然
DOI：
--
复制
发表时间：
2014
期刊：
影响因子：
--
通讯作者：
Mai Zhou
中科院分区：
文献类型：
--
作者：
Ya;Mai Zhou
Qing和Lawless（1994）研究了具有一般估计方程的经验似然法。他们获得了非常好的渐近性质，特别是当估计方程的数量超过参数的数量（在确定的情况下）时。我们在这里研究与Qin 和Lawless 并行的设置，但使用危险型估计方程。我们在这里使用的经验可能性也是根据危险来制定的。使用危险的优点是可以轻松处理正确的审查数据。对于最大经验似然估计和经验似然比检验，以及超定情况，我们获得了类似的渐近结果。提供了三个示例来演示该方法的潜在应用。
Qin and Lawless (1994) studied the empirical likelihood method with general estimating equations. They obtained very nice asymptotic properties especially when the number of estimation equations exceeds the number of parameters (over determined case). We study here a parallel setup to Qin and Lawless but uses a hazard-type estimating equations. The empirical likelihood we use here is also formulated in terms of the hazard. The advantage of using hazard is that right censored data can be handled easily. We obtained similar asymptotic results for the maximum empirical likelihood estimator and the empirical likelihood ratio test, also for the over determined case. Three examples are provided to demonstrate the potential applications of the method.