Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model
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Abstract: We consider the problem of estimating the distribution function, the density and the hazard rate of the (unobservable) event time in the current status model. A well studied and natural nonparametric estimator for the distribution function in this model is the nonparametric maximum likelihood estimator (MLE). We study two alternative methods for the estimation of the distribution function, assuming some smoothness of the event time distribution. The first estimator is based on a maximum smoothed likelihood approach. The second method is based on smoothing the (discrete) MLE of the distribution function. These estimators can be used to estimate the density and hazard rate of the event time distribution based on the plug-in principle.
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- scientific article; zbMATH DE number 1420699 (Why is no real title available?)
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Cited in
(42)- Nonparametric (smoothed) likelihood and integral equations
- Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
- Goodness-of-fitting for partial linear model with missing response at random
- Smoothed log-concave maximum likelihood estimation with applications
- Estimators for the interval censoring problem
- Current status linear regression
- Monotonicity preservation properties of kernel regression estimators
- Limit theory in monotone function estimation
- Nonparametric shape-restricted regression
- Some developments in the theory of shape constrained inference
- A maximum smoothed likelihood estimator in the current status continuous mark model
- Empirical likelihood ratio tests for two sample comparison under current status data
- Model based bootstrap methods for interval censored data
- Confidence intervals for the current status model
- Smoothed isotonic estimators of a monotone baseline hazard in the Cox model
- Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems
- Generalized continuous isotonic regression
- Smooth plug-in inverse estimators in the current status continuous mark model
- Confidence intervals for intentionally biased estimators
- Isotonized smooth estimators of a monotone baseline hazard in the Cox model
- Interval Censored Recursive Forests
- Likelihood Ratio Type Two-Sample Tests for Current Status Data
- Efficient nonparametric estimation of distribution for current status censoring
- Conditional kernel density estimation for some incomplete data models
- Moderate deviations and nonparametric inference for monotone functions
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- Nonparametric confidence intervals for monotone functions
- Maximum smoothed likelihood component density estimation in mixture models with known mixing proportions
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- The bivariate current status model
- Maximum smoothed likelihood estimation
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- A unified study of nonparametric inference for monotone functions
- Likelihood based inference for current status data on a grid: a boundary phenomenon and an adaptive inference procedure
- A practical guide to exact confidence intervals for a distribution of current status data using the binomial approach
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