Consistency of semiparametric maximum likelihood estimators for two-phase sampling

DOI10.2307/3316077zbMath0976.62017OpenAlexW2157208850MaRDI QIDQ2747877

Aad W. van der Vaart, Jon A. Wellner

Publication date: 18 November 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/176683964c7e21f097a00dda6b0eb0af303d62d7

zbMATH Keywords

mixtureconsistencyempirical processesstratified samplingmissing datamaximum likelihood estimatorstwo-phase samplingidentifiabilityGilvenko-Cantelli theoremoutcome dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items

Semiparametric maximum likelihood for missing covariates in parametric regression, On the Breslow-Holubkov estimator, Efficiency of profile likelihood in semi-parametric models, Large sample theory for semiparametric regression models with two-phase, outcome dependent sampling., On maximum likelihood estimation in parametric regression with missing covariates, Introduction to semiparametric methods

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