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Uniform convergence rate of nonparametric maximum likelihood estimator for the current status data with competing risks

Statistics Theory 2019-09-16 v1 Statistics Theory

Abstract

We study the uniform convergence rate of the nonparametric maximum likelihood estimator (MLE) for the sub-distribution functions in the current status data with competing risks model. It is known that the MLE have L2L^2-norm convergence rate OP(n1/3)O_P(n^{-1/3}) in the absolutely continuous case, but there is no arguments for the same rate of uniform convergence. We specify conditions for the uniform convergence rate OP(n1/3log1/3n)O_P(n^{-1/3}\log^{1/3} n) of the MLE for the sub-distribution functions of competing risks on finite intervals. The obtained result refines known uniform convergence rate in the particular case of current status data. The main result is applied in order to get the uniform convergence rate of the MLE for the survival function of failure time in the current status right-censored data model.

Keywords

Cite

@article{arxiv.1909.06164,
  title  = {Uniform convergence rate of nonparametric maximum likelihood estimator for the current status data with competing risks},
  author = {Sergey V. Malov},
  journal= {arXiv preprint arXiv:1909.06164},
  year   = {2019}
}

Comments

19 pages

R2 v1 2026-06-23T11:14:27.391Z