Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data

dc.creatorRen, Jian-Jian
dc.date2008-03-12
dc.date.accessioned2026-07-07T12:17:34Z
dc.date.available2026-07-07T12:17:34Z
dc.descriptionIn this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of censored data, such as right censored data, doubly censored data, interval censored data and partly interval-censored data, the weighted empirical likelihood-based semiparametric maximum likelihood estimator $(\tildeθ_n,\tilde{F}_n)$ for the underlying parameter $θ_0$ and distribution $F_0$ is derived, and the strong consistency of $(\tildeθ_n,\tilde{F}_n)$ and the asymptotic normality of $\tildeθ_n$ are established. Under biased sampling models, the weighted empirical log-likelihood ratio is shown to have an asymptotic scaled chi-squared distribution for censored data aforementioned. For right censored data, doubly censored data and partly interval-censored data, it is shown that $\sqrt{n}(\tilde{F}_n-F_0)$ weakly converges to a centered Gaussian process, which leads to a consistent goodness-of-fit test for the case-control logistic regression models.
dc.descriptionPublished in at http://dx.doi.org/10.1214/009053607000000695 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0803.1752
dc.identifierhttp://arxiv.org/abs/0803.1752
dc.identifierAnnals of Statistics 2008, Vol. 36, No. 1, 147-166
dc.identifierdoi:10.1214/009053607000000695
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212122
dc.subjectStatistics Theory
dc.subject62N02, 62N03, 62N01 (Primary)
dc.titleWeighted empirical likelihood in some two-sample semiparametric models with various types of censored data
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