The bivariate current status model
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Abstract: For the univariate current status and, more generally, the interval censoring model, distribution theory has been developed for the maximum likelihood estimator (MLE) and smoothed maximum likelihood estimator (SMLE) of the unknown distribution function, see, e.g., [12], [7], [4], [5], [6], [10], [11] and [8]. For the bivariate current status and interval censoring models distribution theory of this type is still absent and even the rate at which we can expect reasonable estimators to converge is unknown. We define a purely discrete plug-in estimator of the distribution function which locally converges at rate n^{1/3} and derive its (normal) limit distribution. Unlike the MLE or SMLE, this estimator is not a proper distribution function. Since the estimator is purely discrete, it demonstrates that the n^{1/3} convergence rate is in principle possible for the MLE, but whether this actually holds for the MLE is still an open problem. If the cube root n rate holds for the MLE, this would mean that the local 1-dimensional rate of the MLE continues to hold in dimension 2, a (perhaps) somewhat surprising result. The simulation results do not seem to be in contradiction with this assumption, however. We compare the behavior of the plug-in estimator with the behavior of the MLE on a sieve and the SMLE in a simulation study. This indicates that the plug-in estimator and the SMLE have a smaller variance but a larger bias than the sieved MLE. The SMLE is conjectured to have a n^{1/3}-rate of convergence if we use bandwidths of order n^{-1/6}. We derive its (normal) limit distribution, using this assumption. Finally, we demonstrate the behavior of the MLE and SMLE for the bivariate interval censored data of [1], which have been discussed by many authors, see e.g., [18], [3], [2] and [15].
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Cites work
- scientific article; zbMATH DE number 991498 (Why is no real title available?)
- scientific article; zbMATH DE number 107551 (Why is no real title available?)
- A Comparison of Higher-Order Bias Kernel Density Estimators
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- Estimators for the interval censoring problem
- Incorporating support constraints into nonparametric estimators of densities
- Likelihood Ratio Type Two-Sample Tests for Current Status Data
- Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model
- Nonparametric estimation of the bivariate CDF for arbitrarily censored data
- The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models
- The statistical analysis of interval-censored failure time data.
Cited in
(7)- Bivariate uniform deconvolution
- Estimation of the Birnbaum-Saunders regression model with current status data
- Global rates of convergence of the MLE for multivariate interval censoring
- Smooth plug-in inverse estimators in the current status continuous mark model
- A maximum smoothed likelihood estimator in the current status continuous mark model
- Current status data with competing risks: consistency and rates of convergence of the MLE
- Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model
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