Abstract
The analysis of the joint cumulative distribution function (CDF) with bivariate event time data is a challenging problem both theoretically and numerically. This paper develops a tensor spline-based sieve maximum likelihood estimation method to estimate the joint CDF with bivariate current status data. The I -splines are used to approximate the joint CDF in order to simplify the numerical computation of a constrained maximum likelihood estimation problem. The generalized gradient projection algorithm is used to compute the constrained optimization problem. Based on the properties of B-spline basis functions it is shown that the proposed tensor spline-based nonparametric sieve maximum likelihood estimator is consistent with a rate of convergence potentially better than n1/3 under some mild regularity conditions. The simulation studies with moderate sample sizes are carried out to demonstrate that the finite sample performance of the proposed estimator is generally satisfactory.
Original language | English (US) |
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Pages (from-to) | 1609-1636 |
Number of pages | 28 |
Journal | Annals of Statistics |
Volume | 40 |
Issue number | 3 |
DOIs | |
State | Published - Jun 2012 |
Externally published | Yes |
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty