Related papers: Smooth plug-in inverse estimators in the current s…
We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…
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…
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…
In this paper we consider the current status continuous mark model where, if the event takes place before an inspection time $T$ a "continuous mark" variable is observed as well. A Bayesian nonparametric method is introduced for estimating…
We show that there is an intimate connection between the theory of nonparametric (smoothed) maximum likelihood estimators for certain inverse problems and integral equations. This is illustrated by estimators for interval censoring and…
We consider projection methods for the estimation of the cumulative distribution function under interval censoring, case 1. Such censored data also known as current status data, arise when the only information available on the variable of…
We study the maximum smoothed likelihood estimator (MSLE) for interval censoring, case 2, in the so-called separated case. Characterizations in terms of convex duality conditions are given and strong consistency is proved. Moreover, we show…
We study three estimators for the interval censoring case 2 problem, a histogram-type estimator, proposed in Birg\'e (1999), the maximum likelihood estimator (MLE) and the smoothed MLE, using a smoothing kernel. Our focus is on the…
New methods and theory have recently been developed to nonparametrically estimate cumulative incidence functions for competing risks survival data subject to current status censoring. In particular, the limiting distribution of the…
This paper considers the nonparametric maximum likelihood estimator (MLE) for the joint distribution function of an interval censored survival time and a continuous mark variable. We provide a new explicit formula for the MLE in this…
In the uniform deconvolution problem one is interested in estimating the distribution function $F_0$ of a nonnegative random variable, based on a sample with additive uniform noise. A peculiar and not well understood phenomenon of the…
In interval censored models with current status observations, the variables are indicators of the presence of individuals on observation intervals and covariates. When several individuals share the same observation interval, a simple…
In this paper, we study the nonparametric maximum likelihood estimator for an event time distribution function at a point in the current status model with observation times supported on a grid of potentially unknown sparsity and with…
We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions.…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
Nonparametric maximum likelihood estimators (MLEs) in inverse problems often have non-normal limit distributions, like Chernoff's distribution. However, if one considers smooth functionals of the model, with corresponding functionals of the…
We study and compare three estimators of a discrete monotone distribution: (a) the (raw) empirical estimator; (b) the "method of rearrangements" estimator; and (c) the maximum likelihood estimator. We show that the maximum likelihood…
The limit distribution of the nonparametric maximum likelihood estimator for interval censored data with more than one observation time per unobservable observation, is still unknown in general. For the so-called separated case, where one…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…