Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data

George Y. C. Wong and Qiqing Yu

Journal of Multivariate Analysis, 1999, vol. 69, issue 2, 155-166

Abstract: We consider the problem of estimation of a joint distribution function of a multivariate random vector with interval-censored data. The generalized maximum likelihood estimator of the distribution function is studied and its consistency and asymptotic normality are established under the case 2 multivariate interval censorship model and discrete assumptions on the censoring random vectors.

Keywords: multivariate; interval-censored; data; asymptotic; normality; asymptotic; variance; consistent; estimate; generalized; MLE; multivariate; survival; analysis (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (9)

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