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

DOI10.1214/009053607000000974MaRDI QIDQ930644zbMATH OpenOpenAlexWikidataFDO

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

Publication date 1 July 2008

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

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

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)

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.

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Cited in

(31)

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

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