Likelihood process in parametric model of censored data with staggered entry-asymptotic properties and applications

DOI10.1016/0047-259X(88)90099-1zbMath0666.62029OpenAlexW2046570791MaRDI QIDQ1116581

Chao A. Hsiung, I.-Shou Chang

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90099-1

zbMATH Keywords

weak convergenceconsistencylocal asymptotic normalitySkorokhod topologysurvival dataclinical trialLAND-spacemartingale limit theoremcounting process modelinformation processLenglart's inequalitymaximum likelihood estimator processscore processstaggered entrystopped likelihood processstopped log-likelihood processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Foundations and philosophical topics in statistics (62A01) Martingales with continuous parameter (60G44) Reliability and life testing (62N05)

Related Items (2)

Counting process approach to time sequential and sequential point estimation with censored data ⋮ Fixed diameter confidence ellipsoid in time-sequential models

Cites Work

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• Cox's regression model for counting processes: A large sample study
• Local asymptotic normality for progressively censored likelihood ratio statistics and applications
• Semimartingales: A course on stochastic processes
• Sequential analysis of the proportional hazards model
• Central limit theorems for local martingales
• Contiguity of Probability Measures

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