Laws of the iterated logarithm and a moderate deviation of MLE for the proportional hazards model with incomplete information

DOI10.1080/03610926.2013.784992MaRDI QIDQ2807599zbMATH OpenOpenAlexFDO

Authors Yurong Chen, Luqin Liu

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.784992

zbMATH Keywords

proportional hazards modelmaximum likelihood estimatormoderate deviationsincomplete informationlaw of the iterated logarithm

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15) Limit theorems in probability theory (60F99)

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Cites work

• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• A large sample study of Cox's regression model
• A law of iterated logarithm for the MLE in a random censoring model with incomplete information
• Bayes credibility estimation of an exponential parameter for random censoring and incomplete information
• Consistency and asymptotic normality of MLE of parameter vector in a randomly censored GLM with incomplete information
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Consistency of MLE of the parameter of exponential lifetime distribution for random censoring model with incomplete information
• Estimation in a random censoring model with incomplete information: exponential lifetime distribution
• Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information
• Moderate deviations of maximum likelihood estimator for independent not identically distributed case
• Product-limit estimators of the survival function for two modified forms of current-status data

Cited in

(2)

• scientific article; zbMATH DE number 5284004 (Why is no real title available?)
• The law of the iterated logarithm for a class of SPDEs

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