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Consistency of nonparametric maximum likelihood estimation of a distribution function based on doubly interval-censored failure time data

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  • Fang, Hong-Bin
  • Sun, Jianguo

Abstract

We study the nonparametric maximum likelihood estimation of a failure time distribution function based on doubly interval-censored data. A self-consistent equation is derived for the estimator. Furthermore, the strong consistency of the estimator is established.

Suggested Citation

  • Fang, Hong-Bin & Sun, Jianguo, 2001. "Consistency of nonparametric maximum likelihood estimation of a distribution function based on doubly interval-censored failure time data," Statistics & Probability Letters, Elsevier, vol. 55(3), pages 311-318, December.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:3:p:311-318
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    References listed on IDEAS

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    1. Jianguo Sun & Qiming Liao & Marcello Pagano, 1999. "Regression Analysis of Doubly Censored Failure Time Data with Applications to AIDS Studies," Biometrics, The International Biometric Society, vol. 55(3), pages 909-914, September.
    2. Qiqing Yu & Linxiong Li & George Y. C. Wong, 2000. "On Consistency of the Self‐Consistent Estimator of Survival Functions with Interval‐Censored Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(1), pages 35-44, March.
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    Cited by:

    1. 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.

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