MAXIMUM SMOOTHED LIKELIHOOD ESTIMATORS FOR THE INTERVAL CENSORING MODEL

被引：7
|
作者：
Groeneboom, Piet [1 ]
机构：
[1] Delft Univ Technol, Delft Inst Appl Math, NL-2628 CD Delft, Netherlands
来源：
ANNALS OF STATISTICS | 2014年 / 42卷 / 05期
关键词：
Interval censoring; smoothed maximum likelihood estimator; maximum smoothed likelihood estimator; consistency; asymptotic distribution; integral equations; kernel estimators; ASYMPTOTICALLY OPTIMAL ESTIMATION; FUNCTIONALS;
D O I：
10.1214/14-AOS1256
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the maximum smoothed likelihood estimator (MSLE) for interval censoring, case 2, in the so-called separated case. Characterizations in terms of convex duality conditions are given and strong consistency is proved. Moreover, we show that, under smoothness conditions on the underlying distributions and using the usual bandwidth choice in density estimation, the local convergence rate is n(-2/5) and the limit distribution is normal, in contrast with the rate n(-1/3) of the ordinary maximum likelihood estimator.
引用
收藏
页码：2092 / 2137
页数：46
相关论文
共 50 条
  • [41] The asymptotic kurtosis for maximum likelihood estimators
    Bowman, KO
    Shenton, LR
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1999, 28 (11) : 2641 - 2654
  • [42] On Regularity Conditions for Maximum Likelihood Estimators
    Gurland, John
    [J]. SKANDINAVISK AKTUARIETIDSKRIFT, 1954, 37 (1-2): : 71 - 76
  • [43] NOTE ON MAXIMUM CONDITIONAL LIKELIHOOD ESTIMATORS
    HUQUE, F
    KATTI, SK
    [J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES B, 1976, 38 (FEB): : 1 - 13
  • [44] MAXIMUM LIKELIHOOD ESTIMATORS FOR RANKED MEANS
    DUDEWICZ, EJ
    [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1971, 19 (01): : 29 - &
  • [45] Analytic center and maximum likelihood estimators
    Bai, EW
    Fu, MY
    Tempo, R
    Ye, YY
    [J]. PROCEEDINGS OF THE 37TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 1998, : 1295 - 1296
  • [46] Multiscale maximum penalized likelihood estimators
    Nowak, RD
    Kolaczyk, ED
    [J]. ISIT: 2002 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY, PROCEEDINGS, 2002, : 156 - 156
  • [47] MAXIMUM LIKELIHOOD ESTIMATORS FOR RANKED MEANS
    DUDEWICZ, EJ
    [J]. NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1970, 17 (01): : 131 - &
  • [48] Strong consistency of maximum likelihood estimators in extreme-maximum-value distribution model
    Yin, Chang-Ming
    Chen, Bo-Hong
    Liu, Shuang-Hua
    [J]. DEVELOPMENT OF INDUSTRIAL MANUFACTURING, 2014, 525 : 671 - 676
  • [49] On generalized maximum likelihood estimation in the proportional hazards model with partially informative censoring
    Zhang, HM
    Rao, MB
    [J]. METRIKA, 2004, 59 (02) : 125 - 136
  • [50] Penalized likelihood estimation of the proportional hazards model for survival data with interval censoring
    Ma, Jun
    Couturier, Dominique-Laurent
    Heritier, Stephane
    Marschner, Ian C.
    [J]. INTERNATIONAL JOURNAL OF BIOSTATISTICS, 2022, 18 (02): : 553 - 575
12345