Consistency of Parametric MLE Under Mixed Case Interval Censoring

Результат исследований: Научные публикации в периодических изданияхстатья

Выдержка

We study estimation in parametric models. It is assumed that the variable of interest cannot be observed directly so a mixed case interval censoring model is used instead. The data consist of a sequence of times of inspection events and a mark variable. The mark variable indicates the endpoints of the inspection interval where the variable of interest is located. The main result is an extension of Wald's theorem for complete data to the censored case. The theorem provides sufficient conditions for consistency of the maximum likelihood estimates. The conditions obtained are much weaker compared to the standard Cramér-like regularity conditions.
Язык оригиналаанглийский
Страницы (с-по)1083-1092
ЖурналCommunications in Statistics Part B: Simulation and Computation
Том41
Номер выпуска7
DOI
СостояниеОпубликовано - 2012

Отпечаток

Interval Censoring
Maximum likelihood estimation
Inspection
Maximum likelihood
Parametric Model
Maximum Likelihood Estimate
Regularity Conditions
Theorem
Interval
Sufficient Conditions

Цитировать

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abstract = "We study estimation in parametric models. It is assumed that the variable of interest cannot be observed directly so a mixed case interval censoring model is used instead. The data consist of a sequence of times of inspection events and a mark variable. The mark variable indicates the endpoints of the inspection interval where the variable of interest is located. The main result is an extension of Wald's theorem for complete data to the censored case. The theorem provides sufficient conditions for consistency of the maximum likelihood estimates. The conditions obtained are much weaker compared to the standard Cram{\'e}r-like regularity conditions.",
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Consistency of Parametric MLE Under Mixed Case Interval Censoring. / Korobeynikov, Anton.

В: Communications in Statistics Part B: Simulation and Computation, Том 41, № 7, 2012, стр. 1083-1092.

Результат исследований: Научные публикации в периодических изданияхстатья

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