Statistical generalized derivative applied to the profile likelihood estimation in a mixture of semiparametric models
Statistics Theory
2018-07-23 v1 Statistics Theory
Abstract
There is a difficulty in finding an estimate of variance of the profile likelihood estimator in the joint model of longitudinal and survival data. We solve the difficulty by introducing the ``statistical generalized derivative''. The derivative is used to show the asymptotic normality of the estimator without assuming the second derivative of the density function in the model exists.
Keywords
Cite
@article{arxiv.1807.07670,
title = {Statistical generalized derivative applied to the profile likelihood estimation in a mixture of semiparametric models},
author = {Yuichi Hirose and Ivy Liu},
journal= {arXiv preprint arXiv:1807.07670},
year = {2018}
}