Empirical likelihood based tests for stochastic ordering under right censorship

Electron J Stat. 2016;10(2):2511-2536. doi: 10.1214/16-EJS1180. Epub 2016 Sep 8.

Abstract

This paper develops an empirical likelihood approach to testing for stochastic ordering between two univariate distributions under right censorship. The proposed test is based on a maximally selected local empirical likelihood 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.

Keywords: Crossing survival/hazard functions; Order restricted inference; Survival analysis; Two-sample problem.