On consistency of the monotone NPMLE of survival function under the mixed case interval-censored model with left truncation

Chun-Lung Su and Pao-sheng Shen ()
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Chun-Lung Su: Tunghai University
Pao-sheng Shen: Tunghai University

Computational Statistics, 2021, vol. 36, issue 3, No 16, 1883 pages

Abstract: Abstract In some applications, it may be assumed or known that the survival function has a nondecreasing hazard function. The maximum likelihood estimator under this assumption is called the monotone nonparametric maximum likelihood estimator (MoNPMLE). In this article, we establish the conditional consistency of the MoNPMLE under the mixed case interval-censored model with left truncation. We also investigate the unconditional consistency of the MoNPMLE through simulation study. The Gradient Projection Method algorithm is used to obtain the MoNPMLE. Simulation results indicate that the MoNPMLE is consistent and outperforms the NPMLE.

Keywords: Monotone hazard; Nonparametric maximum likelihood estimator; Mixed interval censored; Truncation (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00180-020-00995-z

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