A Large Sample Study of Generalized Maximum Likelihood Estimators from Incomplete Data Via Self-Consistency
作者： Wei-Yann Tsai , John Crowley
关键词: Mathematics 、 Missing data 、 Implicit function theorem 、 Estimator 、 Statistics 、 Law of the iterated logarithm 、 M-estimator 、 Extremum estimator 、 Consistency (statistics) 、 Weak convergence
摘要: Self-consistent estimators for estimating distribution functions from incomplete data are presented. In many cases these also generalized maximum likelihood estimators. this paper we discuss the theoretical properties of such estimators: existence, uniform consistency, law iterated logarithm, and weak convergence. Applications to product limit estimator right-censored proposed by Turnbull (1974, 1976) doubly (right- left-) censored given.
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