Information bounds and nonparametric maximum likelihood estimation
asymptotic minimax theoremconsistencyconvolution theoremdeconvolution problemdifferentiability theorem of implicitly defined functionsEM algorithmfinite-dimensional parameter spacesinfinite dimensional parameter spacesinformation lower boundsinterval censoring probleminverse problemsiterative convex minorant algorithmnonparametric maximum likelihood estimationscore functionsemiparametric modelstangent settangent space
The monograph consists of two parts which are based on lectures of the authors. In Part I, a sketch of the theory of information lower bounds for nonparametric and semiparametric models is given. First, the concepts of score function, tangent set and tangent space are introduced, and also several convolution and asymptotic minimax theorems are stated in finite and infinite dimensional parameter spaces. Second, the differentiability theorem of implicitly defined functions due to \textit{A. van der Vaart} [see Ann. Stat. 19, No. 1, 178-204 (1991; Zbl 0732.62035), and ``Statistical estimation in large parameter spaces (1988; Zbl 0629.62035)] is shown to be important to apply the convolution theorem, and its applications are also given. In Part II, the theory of nonparametric maximum likelihood (NPML) estimation is stated in inverse problems. First, the characterization of NPML estimators is given in the interval censoring problem, and also the deconvolution problem is discussed. Second, the properties of the EM algorithm and the iterative convex minorant algorithm are illustrated in the interval censoring problem. Further, the consistency of the NPML estimator is proved in the case of interval censoring, and also the distribution theory is developed.
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
- Global rate results for the MLE in a class of deconvolution models
- Estimating a concave distribution function from data corrupted with additive noise
- New statistical software for the proportional hazards model with current status data
- Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times
- Estimation from current-status data in continuous time
- A three-state disease model with interval-censored data: Estimation and applications to AIDS and cancer
- On consistency of the monotone MLE of survival for left truncated and interval-censored data
- Information inequality bounds on the minimax risk (with an application to nonparametric regression)
- Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data
- Simple kernel estimators for certain nonparametric deconvolution problems
- Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model.
- Generalized MLE of a joint distribution function with multivariate interval-censored data
- On testing tumor onset times
- Isotonic inverse estimators for nonparametric deconvolution
- Identifiability in interval censorship models
- Dimension-reduced nonparametric maximum likelihood computation for interval-censored data
- Efficient computation of nonparametric survival functions via a hierarchical mixture formulation
- Semiparametric likelihood ratio inference
- Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions
- Current status and right-censored data structures when observing a marker at the censoring time
- Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification
- Regression M-estimators with non-i.i.d. doubly censored data.
- Asymptotic normality of the \(L_1\) error of the Grenander estimator
- Testing current status data for dependent censoring
- Functional estimation under interval censoring case 1
- Consistency of nonparametric maximum likelihood estimation of a distribution function based on doubly interval-censored failure time data
- Bayesian semiparametric model for spatially correlated interval-censored survival data
- Model based bootstrap methods for interval censored data
- Moderate deviations and nonparametric inference for monotone functions
- Bayesian proportional hazards model for current status data with monotone splines
- A multiple imputation approach for semiparametric cure model with interval censored data
- Joint analysis of interval-censored failure time data and panel count data
- Laguerre deconvolution with unknown matrix operator
- Editorial: Special issue on ``Nonparametric inference under shape constraints
- Some developments in the theory of shape constrained inference
- Limit theory in monotone function estimation
- Nonparametric shape-restricted regression
- A conversation with Jon Wellner
- Divide and conquer in nonstandard problems and the super-efficiency phenomenon
- Conditional kernel density estimation for some incomplete data models
- Cramér-Rao revisited
- Performance of parametric survival models under non-random interval censoring: a simulation study
- Estimation of a monotone density in \(s\)-sample biased sampling models
- New goodness-of-fit tests and their application to nonparametric confidence sets
- Linear regression with interval censored data
- Inference about the ratio of scale parameters in a two-sample setting with current status data
- A class of estimators of the survival function from interval-censored data
- Efficient estimation for the proportional hazards model with interval censoring
- Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.
- Two estimators of the mean of a counting process with panel count data.
- Likelihood ratio tests for monotone functions.
- Risk bounds in isotonic regression
- Asymptotic properties of a modified semi-parametric MLE in linear regression with right-censored data
- A note on estimating a partly linear model under monotonicity constraints
- Approximate self consistency for middle-censored data
- Frequentist and Bayesian approaches for interval-censored data
- Nonparametric regression with current status data
- Rank regression for current status data
- A two-stage estimation algorithm for a type of current status data
- Global rates of convergence of the MLE for multivariate interval censoring
- Cumulative distribution function estimation under interval censoring case 1
- Estimators for the interval censoring problem
- Asymptotically optimal estimation of smooth functionals for interval censoring, case 2
- Redistribution algorithms for censored data
- Limit distribution theory for block estimators in multiple isotonic regression
- Coverage of credible intervals in nonparametric monotone regression
- Using the accelerated failure time model to analyze current status data with misclassified covariates
- On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models
- Stein 1956: Efficient nonparametric testing and estimation
- Confidence intervals for multiple isotonic regression and other monotone models
- Bias correction via outcome reassignment for cross-sectional data with binary disease outcome
- Adaptive Bayesian inference for current status data on a grid
- A necessary condition for semiparametric efficiency of experimental designs
- A new method for regression analysis of interval-censored data with the additive hazards model
- Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression
- Nonparametric estimation for competing risks survival data subject to left truncation and interval censoring
- Penalized nonparametric likelihood-based inference for current status data model
- An extended proportional hazards model for interval-censored data subject to instantaneous failures
- Two-step semiparametric empirical likelihood inference
- On estimation of isotonic piecewise constant signals
- Nonparametric estimators of survival function under the mixed case interval-censored model with left truncation
- Semiparametric least-squares regression with doubly-censored data
- Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data
- Regression analysis of interval censored and doubly truncated data with linear transformation models
- A class of semiparametric cure models with current status data
- Survival function estimation of current status data with dependent censoring
- Semiparametric sieve maximum likelihood estimation for accelerated hazards model with interval-censored data
- Semiparametric \(M\)-estimation with non-smooth criterion functions
- Efficient sieve maximum likelihood estimation of time-transformation models
- Nonparametric estimation of the lifetime and disease onset distributions for a survival-sacrifice model
- A self-consistent estimator of survival function with interval-censored and left-truncated data
- A new class of generalized log rank tests for interval-censored failure time data
- Asymptotic behavior of the unconditional NPMLE of the length-biased survivor function from right censored prevalent cohort data
- Asymptotic normality of the L_k-error of the Grenander estimator
- Penalized log-likelihood estimation for partly linear transformation models with current status data
- Statistical estimation with model selection
- Current status linear regression
- Testing monotonicity of a hazard: asymptotic distribution theory
- Chernoff's density is log-concave
This page was built for publication: Information bounds and nonparametric maximum likelihood estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4023149)