Inconsistency of the MLE for the Joint Distribution of Interval‐Censored Survival Times and Continuous Marks
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Publication:3608253
DOI10.1111/J.1467-9469.2007.00568.XzbMATH Open1164.62076arXivmath/0509084OpenAlexW3105765824WikidataQ42075127 ScholiaQ42075127MaRDI QIDQ3608253FDOQ3608253
Authors: Marloes H. Maathuis, Jon A. Wellner 
Publication date: 28 February 2009
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Abstract: This paper considers the nonparametric maximum likelihood estimator (MLE) for the joint distribution function of an interval censored survival time and a continuous mark variable. We provide a new explicit formula for the MLE in this problem. We use this formula and the mark specific cumulative hazard function of Huang and Louis (1998) to obtain the almost sure limit of the MLE. This result leads to necessary and sufficient conditions for consistency of the MLE which imply that the MLE is inconsistent in general. We show that the inconsistency can be repaired by discretizing the marks. Our theoretical results are supported by simulations.
Full work available at URL: https://arxiv.org/abs/math/0509084
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Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)
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Cited In (8)
- Goodness-of-fitting for partial linear model with missing response at random
- Nonparametric (smoothed) likelihood and integral equations
- Nonparametric Estimation of the Joint Distribution of a Survival Time Subject to Interval Censoring and a Continuous Mark Variable
- Consistent likelihood-based estimation of a star-shaped distribution
- A maximum smoothed likelihood estimator in the current status continuous mark model
- Smooth plug-in inverse estimators in the current status continuous mark model
- Toward Computerized Efficient Estimation in Infinite-Dimensional Models
- The random partition masking model for interval-censored and masked competing risks data
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