Maximum smoothed likelihood estimators for the interval censoring model
Statistics Theory
2014-10-16 v5 Functional Analysis
Statistics Theory
Abstract
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 that, under smoothness conditions on the underlying distributions and using the usual bandwidth choice in density estimation, the local convergence rate is and the limit distribution is normal, in contrast with the rate of the ordinary maximum likelihood estimator.
Cite
@article{arxiv.1203.4401,
title = {Maximum smoothed likelihood estimators for the interval censoring model},
author = {Piet Groeneboom},
journal= {arXiv preprint arXiv:1203.4401},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.1214/14-AOS1256 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)