Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model
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Publication:847641
DOI10.1214/09-AOS721zbMATH Open1181.62157arXiv1001.1829OpenAlexW3105106705MaRDI QIDQ847641FDOQ847641
Birgit I. Witte, Geurt Jongbloed, Piet Groeneboom
Publication date: 19 February 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1001.1829
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density estimationasymptotic distributioncurrent status datadistribution estimationhazard rate estimationmaximum smoothed likelihoodsmoothed maximum likelihood
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Asymptotic distribution theory in statistics (62E20)
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Cited In (40)
- Nonparametric (smoothed) likelihood and integral equations
- Smoothed log-concave maximum likelihood estimation with applications
- Estimators for the interval censoring problem
- Current status linear regression
- A maximum smoothed likelihood estimator in the current status continuous mark model
- Monotonicity preservation properties of kernel regression estimators
- Empirical likelihood ratio tests for two sample comparison under current status data
- Limit theory in monotone function estimation
- Nonparametric shape-restricted regression
- Some developments in the theory of shape constrained inference
- Model based bootstrap methods for interval censored data
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- Nonparametric confidence intervals for monotone functions
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- Confidence intervals in monotone regression
- Smooth estimation of size distributions in an oriented cylinder model
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- Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
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