Inconsistency of the MLE for the Joint Distribution of Interval‐Censored Survival Times and Continuous Marks

DOI10.1111/J.1467-9469.2007.00568.XMaRDI QIDQ3608253zbMATH OpenOpenAlexWikidataFDO

Authors Marloes H. Maathuis, Jon A. Wellner

Publication date 28 February 2009

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0509084, http://europepmc.org/articles/pmc2770882

zbMATH Keywords

mark variableinterval censoringnonparametric maximum likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

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.

Recommendations

• Nonparametric Estimation of the Joint Distribution of a Survival Time Subject to Interval Censoring and a Continuous Mark Variable
• Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data
• On nonparametric maximum likelihood estimations of multivariate distribution function based on interval-censored data
• A note on inconsistency of NPMLE of the distribution function from left truncated and case I interval censored data
• Smooth plug-in inverse estimators in the current status continuous mark model

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Cited in

(8)

• Toward Computerized Efficient Estimation in Infinite-Dimensional Models
• Goodness-of-fitting for partial linear model with missing response at random
• Consistent likelihood-based estimation of a star-shaped distribution
• Nonparametric (smoothed) likelihood and integral equations
• The random partition masking model for interval-censored and masked competing risks data
• Smooth plug-in inverse estimators in the current status continuous mark model
• A maximum smoothed likelihood estimator in the current status continuous mark model
• Nonparametric Estimation of the Joint Distribution of a Survival Time Subject to Interval Censoring and a Continuous Mark Variable

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