Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1 |
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Authors: | J. Huang J. A. Wellner |
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Affiliation: | Department of Statistics GN-22, University of Washington, Seattle, Washington 98195 |
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Abstract: | We give a new proof of the asymptotic normality of a class of linear functionals of the nonparametric maximum likelihood estimator (NPMLE) of a distribution function with "case 1" interval censored data. In particular our proof simplifies the proof of asymptotic normality of the mean given in Groeneboom and Wellner (1992). The proof relies strongly on a rate of convergence result due to van de Geer (1993), and methods from empirical process theory. |
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Keywords: | asymptotic distribution empirical processes linear functionals mean moments nonparametric maximum likelihood |
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