Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1

J. Huang and J. A. Wellner

Statistica Neerlandica, 1995, vol. 49, issue 2, 153-163

Abstract: We give a new proof of the asymptotic normality of a class of linear functionals of the nonparametric maximum likelihood estimator (NPMLE) of a distribution function with “case 1” interval censored data. In particular our proof simplifies the proof of asymptotic normality of the mean given in Groeneboom and Wellner (1992). The proof relies strongly on a rate of convergence result due to van de Geer (1993), and methods from empirical process theory.

Date: 1995
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