A note on the generalized maximum likelihood estimator in partial Koziol-Green model

Haimeng Zhang and M. Bhaskara Rao

Statistics & Probability Letters, 2006, vol. 76, issue 8, 813-820

Abstract: The proportional hazards model with partially informative censoring has been studied by Gather and Pawlitschko [1998. Metrika 48, 189-207] and their partial Abdushukurov-Cheng-Lin (PACL) estimator is a nonparametric estimator of the underlying survival function of the model. Zhang and Rao [2004. Metrika 59, 125-136] have derived the generalized maximum likelihood estimator of the underlying survival function using Kiefer-Wolfowitz theory. In this note, we show that these two estimators are asymptotically equivalent.

Keywords: Asymptotic; properties; Generalized; maximum; likelihood; estimator; Informative; censoring; PACL; estimator; Partial; Koziol-Green; model (search for similar items in EconPapers)
Date: 2006
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