区间删失数据的最大似然估计:一致性与计算

Maximum Likelihood for Interval Censored Data: Consistency and Computation

Biometrika · 1994
被引 11
ABS 4

中文导读

将标准凸优化技术应用于区间删失数据分析,给出了Turnbull自一致估计为最大似然估计的可验证条件,并提供了最大似然估计几乎必然收敛到真实分布函数的充分条件。

Abstract

Standard convex optimization techniques are applied to the analysis of interval censored data. These methods provide easily verifiable conditions for the self-consistent estimator proposed by Turnbull (1976) to be a maximum likelihood estimator and for checking whether the maximum likelihood estimate is unique. A sufficient condition is given for the almost sure convergence of the maximum likelihood estimator to the true underlying distribution function.

计量经济学统计学优化算法生存分析