A Note on Inconsistency of NPMLE of the Distribution Function from Left Truncated and Case I Interval Censored Data

Wei Pan, Rick Chappell

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

We show that under reasonable conditions the nonparametric maximum likelihood estimate (NPMLE) of the distribution function from left-truncated and case 1 interval-censored data is inconsistent, in contrast to the consistency properties of the NPMLE from only left-truncated data or only interval-censored data. However, the conditional NPMLE is shown to be consistent. Numerical examples are provided to illustrate their finite sample properties.

Original languageEnglish (US)
Pages (from-to)281-291
Number of pages11
JournalLifetime Data Analysis
Volume5
Issue number3
DOIs
StatePublished - Dec 1 1999

Keywords

  • Cumulative hazard function
  • EM algorithm
  • Survival analysis
  • Vague convergence

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