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

DOI10.1214/AOS/1018031211MaRDI QIDQ1970484zbMATH OpenOpenAlexFDO

Authors Piet Groeneboom, Ronald B. Geskus

Publication date 21 March 2000

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1018031211

zbMATH Keywords

asymptotic efficiencyasymptotic normalityempirical processesnonparametric maximum likelihood estimator

Mathematics Subject Classification ID

Linear integral equations (45A05) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Review text

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.

Recommendations

• Asymptotically optimal estimation of smooth functionals for interval censoring, part 2
• scientific article; zbMATH DE number 991498
• Asymptotically optimal estimation of smooth functionals for interval censoring, part 1
• Functional estimation under interval censoring case 1
• Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1

Cites work

• An Empirical Distribution Function for Sampling with Incomplete Information
• Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1
• Asymptotically optimal estimation of smooth functionals for interval censoring, part 1
• Asymptotically optimal estimation of smooth functionals for interval censoring, part 2
• Convergence of stochastic processes
• scientific article; zbMATH DE number 991498 (Why is no real title available?)
• scientific article; zbMATH DE number 3140897 (Why is no real title available?)
• scientific article; zbMATH DE number 3760340 (Why is no real title available?)
• scientific article; zbMATH DE number 17995 (Why is no real title available?)
• scientific article; zbMATH DE number 107551 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• scientific article; zbMATH DE number 1053119 (Why is no real title available?)
• scientific article; zbMATH DE number 1057993 (Why is no real title available?)
• Linear integral equations
• On differentiable functionals
• Rates of convergence for the maximum likelihood estimator in mixture models
• Weak convergence and empirical processes. With applications to statistics

Cited in

(34)

• Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times
• A three-state disease model with interval-censored data: Estimation and applications to AIDS and cancer
• Functional estimation under interval censoring case 1
• A new proof of a theorem on M-matrices
• Conditional kernel density estimation for some incomplete data models
• Global rates of convergence of the MLE for multivariate interval censoring
• Estimators for the interval censoring problem
• Testing the proportional odds model for interval-censored data
• Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data
• Testing equality of functions under monotonicity constraints
• scientific article; zbMATH DE number 991498 (Why is no real title available?)
• Nonparametric estimation for doubly censored failure time data
• The bivariate current status model
• Nonparametric (smoothed) likelihood and integral equations
• Asymptotically optimal estimation of smooth functionals for interval censoring, part 2
• Asymptotically optimal estimation of smooth functionals for interval censoring, part 1
• Maximum smoothed likelihood estimators for the interval censoring model
• Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1
• Linear transformation models for interval-censored data
• Nonparametric survival function estimation for data subject to interval censoring case 2
• Toward Computerized Efficient Estimation in Infinite-Dimensional Models
• ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE
• Regression analysis of clustered interval-censored failure time data with linear transformation models in the presence of informative cluster size
• Estimation of the Association for Bivariate Interval‐censored Failure Time Data
• On nonparametric maximum likelihood estimations of multivariate distribution function based on interval-censored data
• Goodness-of-fit test based on information criterion for interval censored data
• Rejoinder
• Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills
• Simple semiparametric estimation of ordered response models
• Restricted mean survival time for interval-censored data
• Targeted estimation of binary variable importance measures with interval-censored outcomes
• RMST for interval-censored data in oncology clinical trials
• Quantile regression for interval censored data using an enriched Laplace distribution
• Distribution of global measures of deviation between the empirical distribution function and its concave majorant

This page was built for publication: Asymptotically optimal estimation of smooth functionals for interval censoring, case 2

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1970484)