The Annals of Statistics

Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time

Donglin Zeng and Jianwen Cai

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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.

Article information

Ann. Statist., Volume 33, Number 5 (2005), 2132-2163.

First available in Project Euclid: 25 November 2005

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62G07: Density estimation
Secondary: 62F12: Asymptotic properties of estimators

Maximum likelihood estimation profile likelihood asymptotic distribution longitudinal data survival time


Zeng, Donglin; Cai, Jianwen. Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time. Ann. Statist. 33 (2005), no. 5, 2132--2163. doi:10.1214/009053605000000480.

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