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Adimari, G. and Preo, P. (2003) Robust confidence intervals for log-location-scale models with right censored data. [Working Paper] WORKING PAPER SERIES, 15/2003 . , PADOVA (Inedito)

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Abstract (english)

In this paper we combine empirical likelihood and estimating functions for censored data to obtain robust confidence regions for the parameters and more generally for functions of the parameters of distributions used in lifetime data analysis. The proposed method works with type I or type II or randomly censored data. It is illustrated referring to inference for log-location-scale models. In particular, we focus on the log-normal and the Weibull models and we consider the problem of constructing robust confidence regions (or intervals) for the parameters of the model, as well as for quantiles and values of the survival function. The usefulness of the method is demonstrated through a Monte Carlo study and by examples on two lifetime data sets.

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EPrint type:Working Paper
Anno di Pubblicazione:September 2003
Key Words:Censoring; Empirical likelihood; Estimating function; M -estimator; Profile likelihood; Robustness.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7307
Depositato il:11 Dec 2014 13:55
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