On the generalized maximum likelihood estimator of survival function under Koziol-Green model. (English) Zbl 1094.62126
Summary: We derive the generalized maximum likelihood estimator (GMLE) of the survival function of a random variable for censored data under the Koziol-Green model. Its small sample properties are compared with those of the Abdushukurov-Cheng-Lin (ACL), Kaplan-Meier, and Nelson-Aalen type estimators. The large sample analysis indicates that the GMLE, ACL, and Nelson-Aalen type estimators are asymptotically equivalent.
MSC:
| 62N02 | Estimation in survival analysis and censored data |
| 62G20 | Asymptotic properties of nonparametric inference |
| 62G05 | Nonparametric estimation |
| 62G99 | Nonparametric inference |
Keywords:
ACL estimator; asymptotic equivalence; censored data; generalized maximum likelihood estimator; Koziol-Green model; mean squared error; Nelson-Aalen type estimatorReferences:
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