Two-sample empirical likelihood method for right censored data.

In this paper, a two-sample empirical likelihood method for right censored data is established. This method allows for comparisons between various functionals of survival distributions, such as mean lifetimes, survival probabilities at a fixed time, restricted mean survival times, and other parameters of interest. It is demonstrated that under some regularity conditions, the scaled empirical likelihood statistic converges to a chi-squared distributed random variable with one degree of freedom. A consistent estimator for the scaling constant is proposed, involving the jackknife estimator of the asymptotic variance of the Kaplan-Meier integral. A simulation study is carried out to investigate the coverage accuracy of confidence intervals. Finally, two real datasets are analyzed to illustrate the application of the proposed method.