Large Sample Study of Empirical Distributions in a Random-Multiplicative Censoring Model
Vardi, Y. ; Zhang, Cun-Hui
Ann. Statist., Tome 20 (1992) no. 1, p. 1022-1039 / Harvested from Project Euclid
Consider an incomplete data problem with the following specifications. There are three independent samples $(X_1, \ldots, X_m), (Z_1, \ldots, Z_n)$ and $(U_1, \ldots, U_n)$. The first two samples are drawn from a common lifetime distribution function $G$, while the third sample is drawn from the uniform distribution over the interval $(0,1)$. In this paper we derive the large sample properties of $\hat{G}_{m,n}$, the nonparametric maximum likelihood estimate of $G$ based on the observed data $X_1, \ldots, X_m$ and $Y_1, \ldots, Y_n$, where $Y_i \equiv Z_iU_i, i = 1, \ldots, n$. (The $Z$'s and $U$'s are unobservable.) In particular we show that if $m$ and $n$ approach infinity at a suitable rate, then $\sup_t|\hat{G}_{m,n}(t) - G(t)| \rightarrow 0$ (a.s.), $\sqrt{m + n}(\hat{G}_{m,n} - G)$ converges weakly to a Gaussian process and the estimate $\hat{G}_{m,n}$ is asymptotically efficient in a nonparametric sense.
Publié le : 1992-06-14
Classification:  Censored data,  informative censoring,  nonparametric maximum likelihood estimation,  weak convergence,  efficiency,  survival function,  62G05,  62G20
@article{1176348668,
     author = {Vardi, Y. and Zhang, Cun-Hui},
     title = {Large Sample Study of Empirical Distributions in a Random-Multiplicative Censoring Model},
     journal = {Ann. Statist.},
     volume = {20},
     number = {1},
     year = {1992},
     pages = { 1022-1039},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348668}
}
Vardi, Y.; Zhang, Cun-Hui. Large Sample Study of Empirical Distributions in a Random-Multiplicative Censoring Model. Ann. Statist., Tome 20 (1992) no. 1, pp.  1022-1039. http://gdmltest.u-ga.fr/item/1176348668/