Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149385 | Journal of Statistical Planning and Inference | 2011 | 6 Pages |
Abstract
In this note, we consider data subjected to middle censoring where the variable of interest becomes unobservable when it falls within an interval of censorship. We demonstrate that the nonparametric maximum likelihood estimator (NPMLE) of distribution function can be obtained by using Turnbull's (1976) EM algorithm or self-consistent estimating equation (Jammalamadaka and Mangalam, 2003) with an initial estimator which puts mass only on the innermost intervals. The consistency of the NPMLE can be established based on the asymptotic properties of self-consistent estimators (SCE) with mixed interval-censored data (Yu et al., 2000 and Yu et al., 2001).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Pao-Sheng Shen,