Abstract #301329

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2003 Program page
JSM 2003 Abstract #301329
Activity Number: 333
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #301329
Title: Empirical Likelihood with Arbitrarily Censored/Truncated Data by EM Algorithm
Author(s): Mai Zhou*+
Companies: University of Kentucky
Address: Department of Statistics, Lexington, KY, 40506-0027,
Keywords: empirical likelihood ; censored/truncated data ; computation ; EM algorithm ; constrained NPMLE
Abstract:

Empirical likelihood ratio method (Thomas and Grunkmier 1975, Owen 1988, 2001) is a general nonparametric inference procedure with many nice properties. Recently the method has been shown to work with censored/truncated data with various parameters. But the computation of the empirical likelihood ratios with censored/truncated data and parameter of mean is nontrivial. We propose in this paper to use a modified self-consistency/EM algorithm (Turnbull 1976) to compute a class of arbitrarily censored/truncated empirical likelihood ratios where the constraint is of mean type. Examples and simulations are given in the following cases: (1) right censored data with a vector mean parameter; (2) left truncated and right censored data with mean type parameter; and (3) mixed samples with some left, some right, some interval censored observations and mean type parameter.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003