Journal
STATISTICA SINICA
Volume 22, Issue 1, Pages 295-316Publisher
STATISTICA SINICA
DOI: 10.5705/ss.2010.190
Keywords
Censored quantile regression; correlation model; regression model; Wilks' theorem
Categories
Funding
- National Science Foundation [DMS-0604920]
- Direct For Mathematical & Physical Scien
- Division Of Mathematical Sciences [1007666] Funding Source: National Science Foundation
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We provide a general framework for the accelerated failure time (AFT) model that ties different data generating mechanisms, namely correlation and regression models, with different estimators that have been proposed for the AFT model. We develop empirical likelihood methods for inference that yield asymptotic chi-squared results by adequately reflecting the underlying data generating mechanisms in the construction of the likelihood. The results are also applicable to censored quantile regression, as illustrated in an example.
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