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Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1
Author(s) -
Huang J.,
Wellner J. A.
Publication year - 1995
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/j.1467-9574.1995.tb01462.x
Subject(s) - mathematics , asymptotic distribution , estimator , normality , asymptotic analysis , nonparametric statistics , interval (graph theory) , rate of convergence , local asymptotic normality , class (philosophy) , statistics , combinatorics , channel (broadcasting) , electrical engineering , engineering , artificial intelligence , computer science
We give a new proof of the asymptotic normality of a class of linear functionals of the nonparametric maximum likelihood estimator (NPMLE) of a distribution function with “case 1” interval censored data. In particular our proof simplifies the proof of asymptotic normality of the mean given in Groeneboom and Wellner (1992). The proof relies strongly on a rate of convergence result due to van de Geer (1993), and methods from empirical process theory.