Maximum smoothed likelihood estimators for the interval censoring model

DOI10.1214/14-AOS1256MaRDI QIDQ480986zbMATH OpenFDO

Authors Piet Groeneboom

Publication date 12 December 2014

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

Full work available at URL https://arxiv.org/abs/1203.4401

zbMATH Keywords

asymptotic distributionconsistencyintegral equationsinterval censoringkernel estimatorsmaximum smoothed likelihood estimatorsmoothed maximum likelihood estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)

Abstract: We study the maximum smoothed likelihood estimator (MSLE) for interval censoring, case 2, in the so-called separated case. Characterizations in terms of convex duality conditions are given and strong consistency is proved. Moreover, we show that, under smoothness conditions on the underlying distributions and using the usual bandwidth choice in density estimation, the local convergence rate is $n^{-2/5}$ and the limit distribution is normal, in contrast with the rate $n^{-1/3}$ of the ordinary maximum likelihood estimator.

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Cited in

(15)

• Moderate deviations and nonparametric inference for monotone functions
• Estimators for the interval censoring problem
• Penalized nonparametric likelihood-based inference for current status data model
• Maximum smoothed likelihood component density estimation in mixture models with known mixing proportions
• Maximum smoothed likelihood estimation
• The bivariate current status model
• Nonparametric (smoothed) likelihood and integral equations
• Asymptotically optimal estimation of smooth functionals for interval censoring, part 1
• Quantile regression for panel data models with fixed effects under random censoring
• A maximum smoothed likelihood estimator in the current status continuous mark model
• Semiparametric estimation and testing for panel count data with informative interval-censored failure event
• Wasserstein GAN-based estimation for conditional distribution function with current status data
• Nonparametric estimation for a log-concave distribution function with interval-censored data
• Cramér-type moderate deviations and law of the iterated logarithm of maximum smoothed likelihood estimator in the current status model
• Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model

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