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Likelihood process in parametric model of censored data with staggered entry--Asymptotic properties and applications

Author

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  • Chang, I-Shou
  • Hsiung, Chao A.

Abstract

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.

Suggested Citation

  • Chang, I-Shou & Hsiung, Chao A., 1988. "Likelihood process in parametric model of censored data with staggered entry--Asymptotic properties and applications," Journal of Multivariate Analysis, Elsevier, vol. 24(1), pages 31-45, January.
    • Handle: RePEc:eee:jmvana:v:24:y:1988:i:1:p:31-45
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