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20042026
most citedMaximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model

53 citations · 126 across the 33 of their papers we have counts for

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Showing 2011 · math.STShow all

5 papers · 2 filters

math.ST2011

A maximum smoothed likelihood estimator in the current status continuous mark model

Piet Groeneboom, Geurt Jongbloed, Birgit Witte

We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is…

math.ST2011★ 1 cited

Smooth and non-smooth estimates of a monotone hazard

Piet Groeneboom, Geurt Jongbloed

We discuss a number of estimates of the hazard under the assumption that the hazard is monotone on an interval [0,a]. The usual isotonic least squares estimators of the hazard are…

math.ST2011

Smooth plug-in inverse estimators in the current status continuous mark model

Piet Groeneboom, Geurt Jongbloed, Birgit Witte

We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable when the event time is subject to interval censoring case 1 a…

math.ST2011

Isotonic L_2-projection test for local monotonicity of a hazard

Piet Groeneboom, Geurt Jongbloed

We introduce a new test statistic for testing the null hypothesis that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. It is based on a compa…

math.ST2011

Testing monotonicity of a hazard: asymptotic distribution theory

Piet Groeneboom, Geurt Jongbloed

Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are…