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Empirical likelihood method for general additive-multiplicative hazard models. (English) Zbl 1201.62045

Summary: An empirical likelihood-based inferential procedure is developed for a class of general additive-multiplicative hazard models. The proposed log-empirical likelihood ratio test statistic for the parameter vector is shown to have a chi-squared limiting distribution. The result can be used to make inference about the entire parameter vector as well as any linear combination of it. The asymptotic power of the proposed test statistic under contiguous alternatives is discussed. The method is illustrated by extensive simulation studies and a real example.

MSC:

62G05 Nonparametric estimation
62N01 Censored data models
62G10 Nonparametric hypothesis testing
62E20 Asymptotic distribution theory in statistics
62G20 Asymptotic properties of nonparametric inference
65C60 Computational problems in statistics (MSC2010)

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