Current status data with competing risks: consistency and rates of convergence of the MLE

DOI10.1214/009053607000000974zbMATH Open1360.62123arXivmath/0609020OpenAlexW2055114099WikidataQ57707434 ScholiaQ57707434MaRDI QIDQ930644FDOQ930644

Jon A. Wellner, Marloes H. Maathuis, Piet Groeneboom

Publication date: 1 July 2008

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

Abstract: We study nonparametric estimation of the sub-distribution functions for current status data with competing risks. Our main interest is in the nonparametric maximum likelihood estimator (MLE), and for comparison we also consider a simpler ``naive estimator. Both types of estimators were studied by Jewell, van der Laan and Henneman [Biometrika (2003) 90 183--197], but little was known about their large sample properties. We have started to fill this gap, by proving that the estimators are consistent and converge globally and locally at rate $n^{1/3}$. We also show that this local rate of convergence is optimal in a minimax sense. The proof of the local rate of convergence of the MLE uses new methods, and relies on a rate result for the sum of the MLEs of the sub-distribution functions which holds uniformly on a fixed neighborhood of a point. Our results are used in Groeneboom, Maathuis and Wellner [Ann. Statist. (2008) 36 1064--1089] to obtain the local limiting distributions of the estimators.

Full work available at URL: https://arxiv.org/abs/math/0609020

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zbMATH Keywords

competing risksconsistencymaximum likelihoodrate of convergencesurvival analysiscurrent status data

Mathematics Subject Classification ID

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

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Cited In (28)

• Semiparametric Regression Analysis of Interval-Censored Competing Risks Data
• A maximum smoothed likelihood estimator in the current status continuous mark model
• Some developments in the theory of shape constrained inference
• Comparison of cumulative incidence functions of current status competing risks data with discrete observation times
• Revisiting non-parametric maximum likelihood estimation of current status data with competing risks
• A consistent NPMLE of the joint distribution function with competing risks data under the dependent masking and right-censoring model
• Global rate results for the MLE in a class of deconvolution models
• Smooth plug-in inverse estimators in the current status continuous mark model
• Nonparametric estimation from current status data with competing risks
• Efficient estimation for the proportional hazards model with competing risks and current status data
• Parametric likelihood inference for interval censored competing risks data
• Nonparametric confidence intervals for monotone functions
• Nonparametric estimation for a current status right‐censored data model
• Cause-specific hazard regression for competing risks data under interval censoring and left truncation
• Using the accelerated failure time model to analyze current status data with misclassified covariates
• A Unified Nonparametric Fiducial Approach to Interval-Censored Data
• Uniform convergence rate of the nonparametric maximum likelihood estimator for current status data with competing risks
• The Fine-Gray model under interval censored competing risks data
• Current status data with competing risks: Limiting distribution of the MLE
• Semiparametric probit models with univariate and bivariate current-status data
• Global rates of convergence of the MLE for multivariate interval censoring
• A maximum smoothed likelihood estimator in the current status continuous mark model
• The NPMLE for doubly censored current status data
• Non‐parametric regression in clustered multistate current status data with informative cluster size
• Consistency of concave regression with an application to current-status data
• Consistency of the Generalized MLE with Interval-Censored and Masked Competing Risks Data
• The random partition masking model for interval-censored and masked competing risks data
• Sieve Estimation of a Class of Partially Linear Transformation Models With Interval-Censored Competing Risks Data

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