Likelihood process in parametric model of censored data with staggered entry-asymptotic properties and applications
type: Item
instance of: scholarly article
title: Likelihood process in parametric model of censored data with staggered entry-asymptotic properties and applications
zbMATH Open document ID: 0666.62029
DOI: 10.1016/0047-259X(88)90099-1
author: Chao A. Hsiung
author: I-Shou Chang
published in: Journal of Multivariate Analysis
publication date: 1988-01-01T00:00:00Z
review text: A parametric model for survival data with staggered entry in a clinical trial is specified. Under some regularity conditions, weak convergence and consistency of the score process and the information process are established, using a martingale limit theorem and Lenglart's inequality. Its application yields the asymptotic properties of the maximum likelihood estimator process and the local asymptotic normality of the parametric family in the D-space with Skorokhod topology. Similar results for stopped log-likelihood processes are also given.
reviewed by: Masafumi Akahira
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62N05
zbMATH DE Number: 4090579
zbMATH Keywords: counting process model
zbMATH Keywords: LAN
zbMATH Keywords: stopped likelihood process
zbMATH Keywords: survival data
zbMATH Keywords: staggered entry
zbMATH Keywords: clinical trial
zbMATH Keywords: weak convergence
zbMATH Keywords: consistency
zbMATH Keywords: score process
zbMATH Keywords: information process
zbMATH Keywords: martingale limit theorem
zbMATH Keywords: Lenglart's inequality
zbMATH Keywords: maximum likelihood estimator process
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: D-space
zbMATH Keywords: Skorokhod topology
zbMATH Keywords: stopped log-likelihood processes
MaRDI profile type: Publication
cites work: Cox's regression model for counting processes: A large sample study
cites work: Q3336492
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full work available at URL: 0047-259x(88)90099-1
OpenAlex ID: W2046570791
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description: scientific article; zbMATH DE number 4090579