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February 2001 A semi-parametric model for censored and passively registered data
Marianne A. Jonker, Aad W. Van Der Vaart
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Bernoulli 7(1): 1-31 (February 2001).

Abstract

We consider the estimation of the parameters in a semi-parametric model for life-history data from historical demography. The data consist of a sequence of times of life events that is either ended by a time of death or right-censored by an unobserved time of migration. We derive the properties of the maximum likelihood estimators of the parameters and prove their asymptotic efficiency. Estimating the migration distribution turns out to be an inverse problem, whereas the other parameters are regular. The proof is based on a uniform rate of convergence of the Grenander estimator of a monotone density and bounds on the number and spacings of its support points.

Citation

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Marianne A. Jonker. Aad W. Van Der Vaart. "A semi-parametric model for censored and passively registered data." Bernoulli 7 (1) 1 - 31, February 2001.

Information

Published: February 2001
First available in Project Euclid: 29 March 2004

zbMATH: 0997.62077
MathSciNet: MR1811742

Keywords: Grenander estimator , maximum likelihood , nuisance parameter , Survival analysis

Rights: Copyright © 2001 Bernoulli Society for Mathematical Statistics and Probability

Vol.7 • No. 1 • February 2001
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