Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data

Abstract

We consider the problem of estimation of a joint distribution function of a multivariate random vector with interval-censored data. The generalized maximum likelihood estimator of the distribution function is studied and its consistency and asymptotic normality are established under the case 2 multivariate interval censorship model and discrete assumptions on the censoring random vectors. © 1999 Academic Press.