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Article Dans Une Revue Annals of the Institute of Statistical Mathematics Année : 2011

Maximum likelihood estimation in a partially observed stratified regression model with censored data

Résumé

The stratified proportional intensity model generalizes Cox's proportional intensity model by allowing different groups of the population under study to have distinct baseline intensity functions. In this article, we consider the problem of estimation in this model when the variable indicating the stra-tum is unobserved for some individuals in the studied sample. In this setting, we construct nonparametric maximum likelihood estimators for the parame-ters of the stratified model and we establish their consistency and asymptotic normality. Consistent estimators for the limiting variances are also obtained.
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Dates et versions

hal-01107948 , version 1 (21-01-2015)

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  • HAL Id : hal-01107948 , version 1

Citer

Amélie Detais, Jean-François Dupuy. Maximum likelihood estimation in a partially observed stratified regression model with censored data. Annals of the Institute of Statistical Mathematics, 2011, pp.1183-1206. ⟨hal-01107948⟩
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