EMPIRICAL LIKELIHOOD INFERENCE FOR QUANTILES WITH RANDOM RIGHT CENSORED DATA

This paper studies the construction of confidence region for quantiles with random right censored variables. By combining empirical likelihood method and censored values estimation method, we obtain an empirical log-likelihood ratio statistics about quantiles. In weaker conditions, that the limiting distribution of the statistics is Chi-square distribution with one degree of freedom is proved. The makes the inference of empirical likelihood for quantiles from complete data to incomplete data.