Uniform convergence rate of the nonparametric maximum likelihood estimator for current status data with competing risks

DOI10.1080/02331888.2020.1811281MaRDI QIDQ4987650zbMATH OpenOpenAlexFDO

Authors Sergey V. Malov

Publication date 3 May 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.06164

zbMATH Keywords

competing risksinterval censoringnonparametric maximum likelihood estimateright censoringsurvival data

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: We study the uniform convergence rate of the nonparametric maximum likelihood estimator (MLE) for the sub-distribution functions in the current status data with competing risks model. It is known that the MLE have $L^2$-norm convergence rate $O_P(n^{-1/3})$ in the absolutely continuous case, but there is no arguments for the same rate of uniform convergence. We specify conditions for the uniform convergence rate $O_P(n^{-1/3}lo{g}^{1/3}n)$ of the MLE for the sub-distribution functions of competing risks on finite intervals. The obtained result refines known uniform convergence rate in the particular case of current status data. The main result is applied in order to get the uniform convergence rate of the MLE for the survival function of failure time in the current status right-censored data model.

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Cited in

(4)

• Revisiting non-parametric maximum likelihood estimation of current status data with competing risks
• Uniform convergence of nonparametric regressions in competing risk models with right censoring
• Current status data with competing risks: consistency and rates of convergence of the MLE
• Current status data with competing risks: Limiting distribution of the MLE

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