Open Access
October 2005 Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time
Donglin Zeng, Jianwen Cai
Ann. Statist. 33(5): 2132-2163 (October 2005). DOI: 10.1214/009053605000000480

Abstract

Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood estimators. This paper intends to fill this gap. Specifically, we prove the consistency of the maximum likelihood estimators and derive their asymptotic distributions. The maximum likelihood estimators are shown to be semiparametrically efficient.

Citation

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Donglin Zeng. Jianwen Cai. "Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time." Ann. Statist. 33 (5) 2132 - 2163, October 2005. https://doi.org/10.1214/009053605000000480

Information

Published: October 2005
First available in Project Euclid: 25 November 2005

zbMATH: 1086.62034
MathSciNet: MR2211082
Digital Object Identifier: 10.1214/009053605000000480

Subjects:
Primary: 62G07
Secondary: 62F12

Keywords: asymptotic distribution , longitudinal data , maximum likelihood estimation , profile likelihood , survival time

Rights: Copyright © 2005 Institute of Mathematical Statistics

Vol.33 • No. 5 • October 2005
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