Consistency of the semi-parametric MLE in linear regression models with interval-censored data

Qiqing Yu; George Y.C. Wong; Fanhui Kong

doi:10.1111/j.1467-9469.2006.00491.x

Consistency of the semi-parametric MLE in linear regression models with interval-censored data

Qiqing Yu
, George Y.C. Wong
, Fanhui Kong

Mathematics and Statistics

Binghamton University

Cornell University
Wilkes University

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

Consider the model Y=′X+ε. Let F0 be the unknown cumulative distribution function of the random variable ε. Consistency of the semi-parametric Maximum likelihood estimator of (,F0), denoted by, has not been established under any interval censorship (IC) model. We prove in this paper that is consistent under the mixed case IC model and some mild assumptions.

Original language	English
Pages (from-to)	367-378
Number of pages	12
Journal	Scandinavian Journal of Statistics
Volume	33
Issue number	2
DOIs	https://doi.org/10.1111/j.1467-9469.2006.00491.x
State	Published - Jun 2006

Keywords

Consistency
Multiple linear regression
Non-parametric likelihood
Semi-parametric estimation

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10.1111/j.1467-9469.2006.00491.x

Cite this

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title = "Consistency of the semi-parametric MLE in linear regression models with interval-censored data",

abstract = "Consider the model Y=′X+ε. Let F0 be the unknown cumulative distribution function of the random variable ε. Consistency of the semi-parametric Maximum likelihood estimator of (,F0), denoted by, has not been established under any interval censorship (IC) model. We prove in this paper that is consistent under the mixed case IC model and some mild assumptions.",

keywords = "Consistency, Multiple linear regression, Non-parametric likelihood, Semi-parametric estimation",

author = "Qiqing Yu and Wong, \{George Y.C.\} and Fanhui Kong",

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AU - Wong, George Y.C.

AU - Kong, Fanhui

PY - 2006/6

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N2 - Consider the model Y=′X+ε. Let F0 be the unknown cumulative distribution function of the random variable ε. Consistency of the semi-parametric Maximum likelihood estimator of (,F0), denoted by, has not been established under any interval censorship (IC) model. We prove in this paper that is consistent under the mixed case IC model and some mild assumptions.

AB - Consider the model Y=′X+ε. Let F0 be the unknown cumulative distribution function of the random variable ε. Consistency of the semi-parametric Maximum likelihood estimator of (,F0), denoted by, has not been established under any interval censorship (IC) model. We prove in this paper that is consistent under the mixed case IC model and some mild assumptions.

KW - Consistency

KW - Multiple linear regression

KW - Non-parametric likelihood

KW - Semi-parametric estimation

UR - https://www.scopus.com/pages/publications/33745299735

U2 - 10.1111/j.1467-9469.2006.00491.x

DO - 10.1111/j.1467-9469.2006.00491.x

M3 - Article

SN - 0303-6898

VL - 33

SP - 367

EP - 378

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

IS - 2

ER -

Consistency of the semi-parametric MLE in linear regression models with interval-censored data

Abstract

Keywords

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