A Wilks Theorem for the Censored Empirical Likelihood of Several Means

Abstract

In this paper we give a proof of the Wilks theorem for the empirical likelihood ratio test for the right censored data, when the hypothesis are formulated in terms of p estimating equations or mean functions. In particular we show that the empirical likelihood ratio test statistic is equal to a quadratic form similar to a Hotelling’s T 2 statistic, plus a… (More)

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