A Large Sample Study of Generalized Maximum Likelihood Estimators from Incomplete Data Via Self-Consistency

Abstract

GENERALIZED MAXIMUM LIKELIHOOD ESTIMATORS 1329 where Su(t) = P(Yt >t,Dt = 1), S¡(t) = Р(¥, > t, Д = 0), and Stf) = P{Yt > t, Д = 2) and Sp, S", and Sp are the empirical subsurvival functions of Su> S¡, and Sr, respectively. Turnbull studied the uniqueness, consistency, ...