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On consistency of the monotone NPMLE of survival function under the mixed case interval-censored model with left truncation

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  • Chun-Lung Su

    (Tunghai University)

  • Pao-sheng Shen

    (Tunghai University)

Abstract

In some applications, it may be assumed or known that the survival function has a nondecreasing hazard function. The maximum likelihood estimator under this assumption is called the monotone nonparametric maximum likelihood estimator (MoNPMLE). In this article, we establish the conditional consistency of the MoNPMLE under the mixed case interval-censored model with left truncation. We also investigate the unconditional consistency of the MoNPMLE through simulation study. The Gradient Projection Method algorithm is used to obtain the MoNPMLE. Simulation results indicate that the MoNPMLE is consistent and outperforms the NPMLE.

Suggested Citation

  • Chun-Lung Su & Pao-sheng Shen, 2021. "On consistency of the monotone NPMLE of survival function under the mixed case interval-censored model with left truncation," Computational Statistics, Springer, vol. 36(3), pages 1871-1883, September.
  • Handle: RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-020-00995-z
    DOI: 10.1007/s00180-020-00995-z
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    References listed on IDEAS

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    1. Pan, Wei & Chappell, Rick & Kosorok, Michael R., 1998. "On consistency of the monotone MLE of survival for left truncated and interval-censored data," Statistics & Probability Letters, Elsevier, vol. 38(1), pages 49-57, May.
    2. Anton Schick & Qiqing Yu, 2000. "Consistency of the GMLE with Mixed Case 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 45-55, March.
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