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Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time
Maximum likelihood estimation has been extensively used in the joint analysis
of repeated measurements and survival time. However, there is a lack of
theoretical justification of the asymptotic properties for the maximum
likelihood estimators. This paper intends to fill this gap. Specifically, we
prove the consistency of the maximum likelihood estimators and derive their
asymptotic distributions. The maximum likelihood estimators are shown to be
semiparametrically efficient.Comment: Published at http://dx.doi.org/10.1214/009053605000000480 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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