El Ghouch, Anouar; Van Keilegom, Ingrid; McKeague, Ian W. - In: Econometric Theory 27 (2011) 01, pp. 178-198
Three types of confidence intervals are developed for a general class of functionals of a survival distribution based on censored dependent data. The confidence intervals are constructed via asymptotic normality (Wald’s method), the empirical likelihood (EL) method, and the blockwise EL method...