Likelihood Ratio Confidence Bands in Non-parametric Regression with Censored Data

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Publication:4455917





Nonparametric confidence bands are constructed for the conditional survival function \[ S(t\,|\,x)=\Pr\{Y>t\,|\,X=x\} \] and the conditional quantile function \(S^{-1}(p\,|\,x)\) by observations with right-censored \(Y_j\) and observed \(X_j\). These bands are based on a smoothed (local) empirical log-likelihood. Results of simulation and analysis of cancer data are presented.




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