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EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA

机译:相关持续时间数据的经验似然置信区间

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摘要

Three types of confidence intervals are developed for a general class of functionals of a survival distribution based on censored dependent data. The confidence intervals are constructed via asymptotic normality (Wald's method), the empirical likelihood (EL) method, and the blockwise EL method in which sample means over blocks of observations are used in place of the original data. Asymptotic results are derived to accurately calibrate the various procedures, and their performance is evaluated in a simulation study. The problem of the choice of the block size is also discussed.
机译:基于受审查的相关数据,为生存分布的一般功能类别开发了三种类型的置信区间。置信区间是通过渐近正态性(Wald方法),经验似然法(EL)和逐块EL方法构造的,其中使用样本均值表示观测值来代替原始数据。得出渐近结果以精确校准各种程序,并在模拟研究中评估其性能。还讨论了块大小选择的问题。

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