Asymptotically optimal estimation of smooth functionals for interval censoring, case 2 (Q1970484)

The authors consider the interval censoring model, case 2, where the observation intervals are allowed to be arbitrarily small. The general lower bound theory for smooth functionals is discussed and the lower bounds for interval censoring, case 2, are obtained. The nonparametric maximum likelihood estimator (NPMLE) is shown to be asymptotically efficient. Also it is shown that the NPMLE of a smooth functional of the underlying distribution is asymptotically normal and has an asymptotic variance which is equal to the information lower bound. Further, some simulation results are given.