Global rates of convergence of the MLE for multivariate interval censoring.
نویسندگان
چکیده
We establish global rates of convergence of the Maximum Likelihood Estimator (MLE) of a multivariate distribution function on ℝ d in the case of (one type of) "interval censored" data. The main finding is that the rate of convergence of the MLE in the Hellinger metric is no worse than n-1/3(log n)γ for γ = (5d - 4)/6.
منابع مشابه
Inconsistency of the MLE for the joint distribution of interval censored survival times
This article considers the nonparametric maximum likelihood estimator (MLE) for the joint distribution function of an interval censored survival time and a continuous mark variable. We derive a new explicit formula for the MLE that has both computational and theoretical advantages. Using this formula and the mark specific cumulative hazard function of Huang & Louis (1998), we derive the almost ...
متن کاملEfficient Estimation for the Cox Model with Interval Censoring
The maximum likelihood estimator (MLE) for the proportional hazards model with current status data is studied. It is shown that the MLE for the regression parameter is asymptotically normal with vn-convergence rate and achieves the information bound, even though the MLE for the baseline cumulative hazard function only converges at nI/3 rate. Estimation of the asymptotic variance matrix for the ...
متن کاملTracking Interval for Type II Hybrid Censoring Scheme
The purpose of this paper is to obtain the tracking interval for difference of expected Kullback-Leibler risks of two models under Type II hybrid censoring scheme. This interval helps us to evaluate proposed models in comparison with each other. We drive a statistic which tracks the difference of expected Kullback–Leibler risks between maximum likelihood estimators of the distribution in two diff...
متن کاملA Consistent Estimator for Uniform Parameter Under Interval Censoring
The censored data are widely used in statistical tests and parameters estimation. In some cases e.g. medical accidents which data are not recorded at the time of occurrence, some methods such as interval censoring are used. In this paper, for a random sample uniformly distributed on the interval (0,θ) the interval censoring have been used. A consistent estimator of θ and some asy...
متن کاملStrong Convergence Rates of the Product-limit Estimator for Left Truncated and Right Censored Data under Association
Non-parametric estimation of a survival function from left truncated data subject to right censoring has been extensively studied in the literature. It is commonly assumed in such studies that the lifetime variables are a sample of independent and identically distributed random variables from the target population. This assumption is often prone to failure in practical studies. For instance, wh...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Electronic journal of statistics
دوره 7 شماره
صفحات -
تاریخ انتشار 2013