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Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions


  • Yongseok Park
  • Jeremy M. G. Taylor
  • John D. Kalbfleisch


In this paper, we consider estimation of survivor functions from groups of observations with right-censored data when the groups are subject to a stochastic ordering constraint. Many methods and algorithms have been proposed to estimate distribution functions under such restrictions, but none have completely satisfactory properties when the observations are censored. We propose a pointwise constrained nonparametric maximum likelihood estimator, which is defined at each time t by the estimates of the survivor functions subject to constraints applied at time t only. We also propose an efficient method to obtain the estimator. The estimator of each constrained survivor function is shown to be nonincreasing in t, and its consistency and asymptotic distribution are established. A simulation study suggests better small and large sample properties than for alternative estimators. An example using prostate cancer data illustrates the method. Copyright 2012, Oxford University Press.

Suggested Citation

  • Yongseok Park & Jeremy M. G. Taylor & John D. Kalbfleisch, 2012. "Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions," Biometrika, Biometrika Trust, vol. 99(2), pages 327-343.
  • Handle: RePEc:oup:biomet:v:99:y:2012:i:2:p:327-343

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    References listed on IDEAS

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    6. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1010-1043, August.
    7. Hua Liang & Suojin Wang & Raymond J. Carroll, 2007. "Partially linear models with missing response variables and error-prone covariates," Biometrika, Biometrika Trust, vol. 94(1), pages 185-198.
    8. Purdom Elizabeth & Holmes Susan P, 2005. "Error Distribution for Gene Expression Data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 4(1), pages 1-35, July.
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