## Electronic Journal of Statistics

### Empirical likelihood based tests for stochastic ordering under right censorship

#### Abstract

This paper develops an empirical likelihood (EL) approach to testing for stochastic ordering between two univariate distributions under right censorship. The proposed test is based on a maximally selected local EL statistic. The asymptotic null distribution is expressed in terms of a Brownian bridge. The new procedure is shown via a simulation study to have superior power to the log-rank and weighted Kaplan–Meier tests under crossing hazard alternatives. The approach is illustrated using data from a randomized clinical trial involving the treatment of severe alcoholic hepatitis.

#### Article information

Source
Electron. J. Statist., Volume 10, Number 2 (2016), 2511-2536.

Dates
First available in Project Euclid: 8 September 2016

https://projecteuclid.org/euclid.ejs/1473360697

Digital Object Identifier
doi:10.1214/16-EJS1180

Mathematical Reviews number (MathSciNet)
MR3545467

Zentralblatt MATH identifier
1346.62097

#### Citation

Chang, Hsin-wen; McKeague, Ian W. Empirical likelihood based tests for stochastic ordering under right censorship. Electron. J. Statist. 10 (2016), no. 2, 2511--2536. doi:10.1214/16-EJS1180. https://projecteuclid.org/euclid.ejs/1473360697

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#### Supplemental materials

• Supplement to “Empirical likelihood based tests for stochastic ordering under right censorship”. R programs implementing the procedures developed in this article are available online. Supplementary tables with simulation results under the setup of proportional hazards are also provided.