Maximum likelihood estimation in the proportional hazards model of random censorship

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.