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- Publisher
- Oxford University Press
- Copyright
- © Royal Statistical Society
- ISSN
- 1369-7412
- eISSN
- 1467-9868
- DOI
- 10.1111/j.2517-6161.1992.tb01457.x
- Publisher site
- See Article on Publisher Site
Abstract
Estimation in a three‐state Markov process with irreversible transitions in the presence of interval‐censored data is considered. A nonparametric maximum likelihood procedure for the estimation of the cumulative transition intensities is presented. A self‐consistent estimator of the parameters is defined and it is shown that the maximum likelihood estimator is a self‐consistent estimator. This extends the idea of self‐consistency introduced by Efron to the estimation of more than one parameter. An algorithm, based on self‐consistency equations, is provided for the computation of the estimators. This algorithm is a generalization of an algorithm by Turnbull which yields an estimator of a distribution function for interval‐censored univariate data. The methods are applied to Aids data.
Journal
Journal of the Royal Statistical Society Series B (Statistical Methodology) – Oxford University Press
Published: Jul 1, 1992