Product limit estimates: A generalized maximum likelihood study

Research output: Contribution to journalArticle

Abstract

The generalized maximum likelihood estimate (GMLE) assumptions are studied for four product-limit estimates (PLE): Censoring PLE (Kaplan-Meier estimate), truncation PLE, censoring-truncation PLE, and the degenerated PLE - the empirical distribution function. This paper shows that all the PLE's are also the GMLE's even if they are derived from partial likelihoods by natural parameterization techniques. However, a counter example is given to show that Kiefer Wolfowitz's assumption (1956) for consistency of GMLE can hardly be satisfied for undominated case.

Original languageEnglish (US)
Pages (from-to)3117-3132
Number of pages16
JournalCommunications in Statistics - Theory and Methods
Volume16
Issue number11
DOIs
StatePublished - Jan 1 1987

Keywords

  • censoring
  • generalized maximum likelihood estimate
  • product-limit estimate
  • truncation

ASJC Scopus subject areas

  • Statistics and Probability

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