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Empirical likelihood inference for censored median regression model via nonparametric kernel estimation. (English) Zbl 1139.62059

Summary: An alternative to the accelerated failure time model is to regress the median of the failure time on the covariates. In recent years, censored median regression models have been shown to be useful for analyzing a variety of censored survival data with the robustness property. Based on the missing information principle, a semiparametric inference procedure for regression parameters has been developed when the censoring variable depends on continuous covariates. In order to improve the low coverage accuracy of such procedure, we apply an empirical likelihood ratio method (EL) to the model and derive the limiting distributions of the estimated and adjusted empirical likelihood ratios for the vector of regression parameters. Two kinds of EL confidence regions for the unknown vector of regression parameters are obtained accordingly. We conduct an extensive simulation study to compare the performance of the proposed methods with the normal approximation based method. The simulation results suggest that the EL methods outperform the normal approximation based method in terms of coverage probability. Finally, we make some discussions about our methods.

MSC:

62N02 Estimation in survival analysis and censored data
62E20 Asymptotic distribution theory in statistics
62G08 Nonparametric regression and quantile regression
65C60 Computational problems in statistics (MSC2010)
62G15 Nonparametric tolerance and confidence regions
62N01 Censored data models
62G05 Nonparametric estimation
62G07 Density estimation
Full Text: DOI

References:

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