Strong consistency of the MLE under random censoring |
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Authors: | Prof. Dr. W. Stute |
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Affiliation: | 1. Mathematisches Institut, Justus-Liebig-Universit?t Gie?en, Arndtstr. 2, D-6300, Gie?en
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Abstract: | LetX 1, ...,X n be an i.i.d. sample from some parametric family {θ :θ (Θ} of densities. In the random censorship model one observesZ i =min (X i ,Y i ) andδ i =1{ x i ≤Y i}, whereY i is a censoring variable being independent ofX i . In this paper we investigate the strong consistency ofθ n maximizing the modified likelihood function based on (Z i ,δ i , 1≤i≤n. The main result constitutes an extension of Wald’s theorem for complete data to censored data. Work partially supported by the “Deutsche Forschungsgemeinschaft”. |
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