62 research outputs found

    Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data

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    AbstractWong and Yu [Generalized MLE of a joint distribution function with multivariate interval-censored data, J. Multivariate Anal. 69 (1999) 155–166] discussed generalized maximum likelihood estimation of the joint distribution function of a multivariate random vector whose coordinates are subject to interval censoring. They established uniform consistency of the generalized MLE (GMLE) of the distribution function under the assumption that the random vector is independent of the censoring vector and that both of the vector distributions are discrete. We relax these assumptions and establish consistency results of the GMLE under a multivariate mixed case interval censorship model. van der Vaart and Wellner [Preservation theorems for Glivenko–Cantelli and uniform Glivenko–Cantelli class, in: E. Gine, D.M. Mason, J.A. Wellner (Eds.), High Dimensional Probability, vol. II, Birkhäuser, Boston, 2000, pp. 115–133] and Yu [Consistency of the generalized MLE with multivariate mixed case interval-censored data, Ph.D Dissertation, Binghamton University, 2000] independently proved strong consistency of the GMLE in the L1(μ)-topology, where μ is a measure derived from the joint distribution of the censoring variables. We establish strong consistency of the GMLE in the topologies of weak convergence and pointwise convergence, and eventually uniform convergence under appropriate distributional assumptions and regularity conditions

    ASYMPTOTIC DISTRIBUTIONS OF THE BUCKLEY-JAMES ESTIMATOR UNDER NONSTANDARD CONDITIONS

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    Abstract: The Buckley-James estimator (BJE) is the most appropriate extension of the least squares estimator (LSE) to the right-censored linear regression model

    ASYMPTOTIC PROPERTIES OF THE GENERALIZED SEMI-PARAMETRIC MLE IN LINEAR REGRESSION

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    Abstract: Consider the semi-parametric linear regression model, Y = β X + , with sample size n, where has an unknown cdf Fo. The semi-parametric MLE (SMLE) βn of β under this set-up, called the generalized SMLE or GSMLE, has neither been studied in the literature nor an algorithm for it. We begin with an algorithm for the GSMLE. It is then shown that if Fo has a discontinuity point, P{βn = β if n is large} = 1. Simulation suggests that under some discontinuous distributions, βn = β even for n = 50. In contrast the least squares estimator (LSE),βn, satisfies P{βn = β i.o.} = 1. We demonstrate via a real discontinuous data example that the GSMLE can be better than the LSE in applications. Properties of the GSMLE in the continuous case are also mentioned

    Admissibility of the Empirical Distribution Function in discrete nonparametric invariant problems

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    Consider nonparametric problems of estimating an unknown distribution function, F, under the loss L(F,a)=[integral operator] F(t)-a(t)2(F(t))[alpha](1 -F(t))[beta]dF(t), where [alpha][set membership, variant][-1,0] and [beta][set membership, variant][-1,1]. It is proved that the Empirical Distribution Function (EDF) is admissible (extending a result of Brown, 1988). Among them, an important case is the loss L(F,a)=[integral operator]F(t)- a(t)2dF(t).Admissibility invariant estimator nonparametric estimator discrete distribution stepwise Bayes procedure

    A note on the proportional hazards model with discontinuous data

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    Cox's proportional hazards (PH) model is applicable to continuous random (response) variables as well as to discontinuous ones. We make two remarks on the PH models for discontinuous random (response) variables. (1) In general, the proportional hazards relation can only occur in the interior of the support of the two relevant random variables, instead on the whole support, as stated in the standard textbooks. (2) The PH model is not the same as a proportional cumulative hazards model (or a Lehmann family) unless the random variables are continuous. These two models are mistaken to be the same in several papers on Cox's regression model in the literature.Survival data Cumulative hazards Regression models Discrete distributions Lehmann family

    Admissibility of linear estimators in the fisheries census

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    admissibility, discrete parameter estimation, linear estimator,
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