Empirical likelihood for the difference of two survival functions under right censorship

Abstract

For right censored data, empirical likelihood method is used to construct the confidence band for the difference of two survival functions. The empirical log-likelihood ratio is derived and its asymptotic distribution is obtained. Simulation studies show that the likelihood confidence band based on the empirical likelihood method performed better than that of the Hall–Wellner type band in terms of the coverage accuracy, especially for small size of observation.