Maximum likelihood estimation in the proportional hazards model of random censorship

Authors
Hollander, M Laird, G Song, KS
Citation
M. Hollander et al., Maximum likelihood estimation in the proportional hazards model of random censorship, STATISTICS, 35(3), 2001, pp. 245-258
Citations number
20
Categorie Soggetti
Mathematics
Journal title
STATISTICS
ISSN journal
02331888 → ACNP
Volume
35
Issue
3
Year of publication
2001
Pages
245 - 258
Database
ISI
SICI code
0233-1888(2001)35:3<245:MLEITP>2.0.ZU;2-2
Abstract
The maximum likelihood estimator (MLE) for the survival function S-T under the proportional hazards model of censorship is derived and shown to differ from the Abdushukurov-Cheng-Lin estimator when the class of allowable dist ributions includes all continuous and discrete distributions. The estimator s are compared via an example. The MLE is calculated using a Newton-Raphson iterative procedure and implemented via a FORTRAN algorithm.