Asymptotically optimal estimation of smooth functionals for interval censoring, part 2 |
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| Authors: | R. B. Geskus,& P. Groeneboom |
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| Affiliation: | Municipal Health Service, Dept Public Health and Environment, Nieuwe Achtergracht 100, 1018 WT Amsterdam, The Netherlands,;Dept Statistics, Stochastics and OR Delft University of Technology, Mekelweg 4, 2628 CD Delft, The Netherlands |
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| Abstract: | Estimation in the interval censoring model is considered. A class of smooth functionals is introduced, of which the mean is an example. We consider case 2, with two observation times for each unobservable event time, in the situation that the observation times cannot become arbitrarily close to each other. It is proved that the nonparametric maximum likelihood estimator of the functional asymptotically reaches the information lower bound. |
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| Keywords: | interval censoring nonparametric maximum likelihood empirical processes asymptotic distributions asymptotic efficiency Fredholm integral equations |
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