Consistency of the GMLE with mixed case interval-censored data

Authors
Citation
A. Schick et Qq. Yu, Consistency of the GMLE with mixed case interval-censored data, SC J STAT, 27(1), 2000, pp. 45-55
Citations number
17
Categorie Soggetti
Mathematics
Journal title
SCANDINAVIAN JOURNAL OF STATISTICS
ISSN journal
03036898 → ACNP
Volume
27
Issue
1
Year of publication
2000
Pages
45 - 55
Database
ISI
SICI code
0303-6898(200003)27:1<45:COTGWM>2.0.ZU;2-G
Abstract
In this paper we consider an interval censorship model in which the endpoin ts of the censoring intervals are determined by a two stage experiment. In the first stage the value k of a random integer is selected; in the second stage the endpoints are determined by a case k interval censorship model. W e prove the strong consistency in the L-1(mu)-topology of the non-parametri c maximum likelihood estimate of the underlying survival function for a mea sure mu which is derived from the distributions of the endpoints. This cons istency result yields strong consistency for the topologies of weak converg ence, pointwise convergence and uniform convergence under additional assump tions. These results improve and generalize existing ones in the literature .