Abstract
Mixed interval-censored (MIC) data consist of n intervals with endpoints L i and R i , i = 1, ..., n. At least one of them is a singleton set and one is a finite non-singleton interval. The survival time X i is only known to lie between L i and R i , i = 1, 2, ..., n. Peto (1973, Applied Statistics, 22, 86–91) and Turnbull (1976, J. Roy. Statist. Soc. Ser. B, 38, 290–295) obtained, respectively, the generalized MLE (GMLE) and the self-consistent estimator (SCE) of the distribution function of X with MIC data. In this paper, we introduce a model for MIC data and establish strong consistency, asymptotic normality and asymptotic efficiency of the SCE and GMLE with MIC data under this model with mild conditions.
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Yu, Q., Wong, G.Y.C. & Li, L. Asymptotic Properties of Self-Consistent Estimators with Mixed Interval-Censored Data. Annals of the Institute of Statistical Mathematics 53, 469–486 (2001). https://doi.org/10.1023/A:1014656726982
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DOI: https://doi.org/10.1023/A:1014656726982