 Consistency of the NPML Estimator in the Right‐Censored Transformation ModelE. V. Slud and F. Vonta Scandinavian Journal of Statistics, 2004, vol. 31, issue 1, 21-41 Abstract: Abstract. This paper studies the representation and large‐sample consistency for non‐parametric maximum likelihood estimators (NPMLEs) of an unknown baseline continuous cumulative‐hazard‐type function and parameter of group survival difference, based on right‐censored two‐sample survival data with marginal survival function assumed to follow a transformation model, a slight generalization of the class of frailty survival regression models. The paper's main theoretical results are existence and unique a.s. limit, characterized variationally, for large data samples of the NPMLE of baseline nuisance function in an appropriately defined neighbourhood of the true function when the group difference parameter is fixed, leading to consistency of the NPMLE when the difference parameter is fixed at a consistent estimator of its true value. The joint NPMLE is also shown to be consistent. An algorithm for computing it numerically, based directly on likelihood equations in place of the expectation‐maximization (EM) algorithm, is illustrated with real data. Date: 2004 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:31:y:2004:i:1:p:21-41 Ordering information: This journal article can be ordered from Access Statistics for this article Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.