Likelihood process in parametric model of censored data with staggered entry--Asymptotic properties and applications
Asymptotic properties for censored data with staggered entry are studied in a parametric counting process model. In particular, we get the weak convergence of the score process and the MLE process and the local asymptotic normality (LAN) for this parametric family, all treated in D[0, [infinity]) with the Skorohod topology. Parallel results are also obtained for the stopped likelihood process. This includes the work of Gardiner (1982. J. Multivariate Anal. 12 230-247) on LAN as a special case.
Year of publication: |
1988
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Authors: | Chang, I-Shou ; Hsiung, Chao A. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 24.1988, 1, p. 31-45
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Publisher: |
Elsevier |
Keywords: | likelihood process censored data staggered entry counting process score process MLE process local asymptotic normality weak convergence stopped process |
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