Abstract #302028

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JSM 2003 Abstract #302028
Activity Number: 54
Type: Contributed
Date/Time: Sunday, August 3, 2003 : 4:00 PM to 5:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #302028
Title: Estimation with Bivariate Interval Censored Data
Author(s): Shuguang Song*+
Companies: The Boeing Company
Address: PO Box 3707, Seattle, WA, 98124-2207,
Keywords: interval censored data ; rate of convergence ; NPMLE ; least square estimator ; asymptotic distribution ; infeasible-interior point algorithm
Abstract:

We present some progress concerning the Nonparametric Maximum Likelihood Estimator (NPMLE) and Least Square (LS) estimator for bivariate interval censored data. Characterization of the NPMLE and LS esimators will be provided and several algorithms to compute the NPMLE and LS estimator will be discussed. We also study several asymptotic properties of the NPMLE: consistency, the global rate of convergence in Hellinger distance, minimax lower bound in Hellinger distance, and a local asymptotic minimax lower bound. Some conjectures about pointwise distribution of the NPMLE and the LS estimator will also be discussed. Finally, we show some Monte Carlo simulations and apply the methods to an AIDS example.

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