Empirical likelihood ratio with doubly truncated data

Doubly truncated data appear in a number of applications, including astronomy and survival analysis. For doubly-truncated data, the lifetime T is observable only when U ≤ T ≤ V , where U and V are the lefttruncated and right-truncated time, respectively. Based on the empirical likelihood approach of Zhou [21], we propose a modified EM algorithm of Turnbull [19] to construct the interval estimator of the distribution function of T . Simulation results indicate that the empirical likelihood method can be more efficient than the bootstrap method.