Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data

✍ Scribed by George Y.C. Wong; Qiqing Yu

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 134 KB
• Volume: 69
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1998.1807

✦ Synopsis

We consider the problem of estimation of a joint distribution function of a multivariate random vector with interval-censored data. The generalized maximum likelihood estimator of the distribution function is studied and its consistency and asymptotic normality are established under the case 2 multivariate interval censorship model and discrete assumptions on the censoring random vectors.