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Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data

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  • Wong, George Y. C.
  • Yu, Qiqing

Abstract

We consider the problem of estimation of a joint distribution function of a multivariate random vector with interval-censored data. The generalized maximum likelihood estimator of the distribution function is studied and its consistency and asymptotic normality are established under the case 2 multivariate interval censorship model and discrete assumptions on the censoring random vectors.

Suggested Citation

  • Wong, George Y. C. & Yu, Qiqing, 1999. "Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data," Journal of Multivariate Analysis, Elsevier, vol. 69(2), pages 155-166, May.
    • Handle: RePEc:eee:jmvana:v:69:y:1999:i:2:p:155-166
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    References listed on IDEAS

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    1. van der Vaart, A. W. & Wellner, Jon A., 1992. "Existence and consistency of maximum likelihood in upgraded mixture models," Journal of Multivariate Analysis, Elsevier, vol. 43(1), pages 133-146, October.
    2. Yu, Qiqing & Schick, Anton & Li, Linxiong & Wong, George Y. C., 1998. "Asymptotic properties of the GMLE with case 2 interval-censored data," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 223-228, March.
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    Cited by:

    1. Pavlides, Marios G. & Wellner, Jon A., 2012. "Nonparametric estimation of multivariate scale mixtures of uniform densities," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 71-89.
    2. Yu, Shaohua & Yu, Qiqing & Wong, George Y.C., 2006. "Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 720-732, March.
    3. Wang, Yong, 2008. "Dimension-reduced nonparametric maximum likelihood computation for interval-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2388-2402, January.
    4. Deng, Dianliang & Fang, Hong-Bin, 2009. "Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1802-1815, September.
    5. Audrey Boruvka & Richard J. Cook, 2015. "A Cox-Aalen Model for Interval-censored Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(2), pages 414-426, June.
    6. Yuet-Yee Wong, Linda & Yu, Qiqing, 2007. "A bivariate interval censorship model for partnership formation," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 370-383, February.
    7. Qiqing Yu & George Wong & Menggang Yu, 2007. "Buckley–James-type of estimators under the classical case cohort design," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 675-695, December.
    8. Jiahui Li & Qiqing Yu, 2016. "A consistent NPMLE of the joint distribution function with competing risks data under the dependent masking and right-censoring model," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(1), pages 63-99, January.
    9. David B. Dunson & Gregg E. Dinse, 2002. "Bayesian Models for Multivariate Current Status Data with Informative Censoring," Biometrics, The International Biometric Society, vol. 58(1), pages 79-88, March.

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