Open Access
2011 Estimators for the interval censoring problem
Piet Groeneboom, Tom Ketelaars
Electron. J. Statist. 5: 1797-1845 (2011). DOI: 10.1214/11-EJS657


We study three estimators for the interval censoring case 2 problem, a histogram-type estimator, proposed in [1], the maximum likelihood estimator (MLE) and the smoothed MLE, using a smoothing kernel. Our focus is on the asymptotic distribution of the estimators at a fixed point. The estimators are compared in a simulation study.


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Piet Groeneboom. Tom Ketelaars. "Estimators for the interval censoring problem." Electron. J. Statist. 5 1797 - 1845, 2011.


Published: 2011
First available in Project Euclid: 22 December 2011

zbMATH: 1271.62098
MathSciNet: MR2870151
Digital Object Identifier: 10.1214/11-EJS657

Primary: 62G20 , 62N01
Secondary: 60F05

Keywords: asymptotic properties , Birgé’s estimator , interval censoring , kernel estimators , maximum likelihood , minimax bounds , smoothed maximum likelihood estimator

Rights: Copyright © 2011 The Institute of Mathematical Statistics and the Bernoulli Society

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