A Nonparametric Estimation Procedure for a Periodically Observed Three‐State Markov Process, with Application to Aids
作者： Halina Frydman
DOI: 10.1111/J.2517-6161.1992.TB01457.X
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摘要: Estimation in a three-state Markov process with irreversible transitions the presence of interval-censored data is considered. A nonparametric maximum likelihood procedure for estimation cumulative transition intensities presented. self-consistent estimator parameters defined and it shown that estimator. This extends idea self-consistency introduced by Efron to more than one parameter. An algorithm, based on selfconsistency equations, provided computation estimators
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