## The Annals of Statistics

### Maximum Likelihood Estimation with Partially Censored Data

Aad van der Vaart

#### Abstract

Suppose one observes independent samples of size $n$ from both the mixture density $\int p(x \mid z) d\eta(z)$ and from the distribution $\eta$. The kernel $p(x \mid z)$ is known. We show asymptotic normality and efficiency of the maximum likelihood estimator for $\eta$.

#### Article information

Source
Ann. Statist. Volume 22, Number 4 (1994), 1896-1916.

Dates
First available in Project Euclid: 11 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176325763

Digital Object Identifier
doi:10.1214/aos/1176325763

Mathematical Reviews number (MathSciNet)
MR1329174

Zentralblatt MATH identifier
0831.62027

JSTOR
links.jstor.org

Subjects
Primary: 62G20: Asymptotic properties
Secondary: 62F12: Asymptotic properties of estimators

#### Citation

van der Vaart, Aad. Maximum Likelihood Estimation with Partially Censored Data. Ann. Statist. 22 (1994), no. 4, 1896--1916. doi:10.1214/aos/1176325763. http://projecteuclid.org/euclid.aos/1176325763.