| CURRENT STATUS DATA WITH COMPETING RISKS: LIMITING DISTRIBUTION OF THE MLE. | |
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MedLine Citation:
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PMID: 19888358 Owner: NLM Status: Publisher |
Abstract/OtherAbstract:
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We study nonparametric estimation for current status data with competing risks. Our main interest is in the nonparametric maximum likelihood estimator (MLE), and for comparison we also consider a simpler 'naive estimator'. Groeneboom, Maathuis and Wellner [8] proved that both types of estimators converge globally and locally at rate n(1/3). We use these results to derive the local limiting distributions of the estimators. The limiting distribution of the naive estimator is given by the slopes of the convex minorants of correlated Brownian motion processes with parabolic drifts. The limiting distribution of the MLE involves a new self-induced limiting process. Finally, we present a simulation study showing that the MLE is superior to the naive estimator in terms of mean squared error, both for small sample sizes and asymptotically. |
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Authors:
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Piet Groeneboom; Marloes H Maathuis; Jon A Wellner |
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Publication Detail:
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Type: JOURNAL ARTICLE |
Journal Detail:
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Title: Annals of statistics Volume: 36 ISSN: - ISO Abbreviation: Ann Stat Publication Date: 2008 Jan |
Date Detail:
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Created Date: 2009-11-5 Completed Date: - Revised Date: - |
Medline Journal Info:
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Nlm Unique ID: 0365252 Medline TA: Ann Stat Country: - |
Other Details:
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Languages: ENG Pagination: 1064-1089 Citation Subset: - |
Affiliation:
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Department of Mathematics, Delft University of Technology, Mekelweg 4, 2628 CD Delft, The Netherlands, e-mail: p.groeneboom@its.tudelft.nl. |
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Descriptor/Qualifier:
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| Grant Support | |
ID/Acronym/Agency:
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R37 AI029168-19//NIAID NIH HHS |
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