Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data

We consider the problem of estimation of a joint distribution function of a multivariate random vector with interval-censored data. The generalized maximum likelihood estimator of the distribution function is studied and its consistency and asymptotic normality are established under the case 2 multivariate interval censorship model and discrete assumptions on the censoring random vectors.

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Year of publication:	1999
Authors:	Wong, George Y. C. ; Yu, Qiqing
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 69.1999, 2, p. 155-166
Publisher:	Elsevier
Keywords:	multivariate interval-censored data asymptotic normality asymptotic variance consistent estimate generalized MLE multivariate survival analysis

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221561