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Asymptotically optimal estimation of smooth functionals for interval censoring, part 2
Author(s) -
Geskus R. B.,
Groeneboom P.
Publication year - 1997
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/1467-9574.00050
Subject(s) - censoring (clinical trials) , mathematics , unobservable , estimator , nonparametric statistics , interval (graph theory) , upper and lower bounds , maximum likelihood , asymptotically optimal algorithm , statistics , class (philosophy) , mathematical optimization , econometrics , combinatorics , computer science , mathematical analysis , artificial intelligence
Estimation in the interval censoring model is considered. A class of smooth functionals is introduced, of which the mean is an example. We consider case 2, with two observation times for each unobservable event time, in the situation that the observation times cannot become arbitrarily close to each other. It is proved that the nonparametric maximum likelihood estimator of the functional asymptotically reaches the information lower bound.