A large sample study of generalized maximum likelihood estimators from incomplete data via self-consistency (Q1087268)
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| Language | Label | Description | Also known as |
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| English | A large sample study of generalized maximum likelihood estimators from incomplete data via self-consistency |
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A large sample study of generalized maximum likelihood estimators from incomplete data via self-consistency (English)
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1985
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Self-consistent estimators for estimating distribution functions from incomplete data are presented. In many cases these estimators are also generalized maximum likelihood estimators. In this paper we discuss the theoretical properties of such estimators: existence, uniform consistency, law of the iterated logarithm, and weak convergence. Applications to the product limit estimator for right-censored data and to the estimator proposed by \textit{B. W. Turnbull} [J. Am. Stat. Assoc. 69, 169-173 (1974; Zbl 0281.62044) and J. R. Stat. Soc., Ser. B 38, 290- 295 (1976; Zbl 0343.62033)] for doubly (right- and left-) censored data are also given.
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EM algorithm
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differential of statistical functions
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implicit function theorem
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large sample properties
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censored data
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Self-consistent estimators
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estimating distribution functions
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incomplete data
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generalized maximum likelihood estimators
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existence
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uniform consistency
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law of the iterated logarithm
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weak convergence
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product limit estimator
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right-censored data
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