Статья

Asymptotic Properties of Likelihood Ratio Statistics in Competing Risks Model Under Interval Random Censoring

A. A. AbdushukurovTashkent Branch of Moscow State University named after M. V. Lomonosov, 100060, Tashkent, UzbekistanN. S. NurmukhamedovaNational University of Uzbekistan named after M. Ulugbek, 100174, Tashkent, Uzbekistan

Lobachevskii Journal of Mathematicsjournal2021en

ABI

Аннотация

In this paper we consider local asymptotic normality of likelihood ratio statistics in competing risks model under random censoring by nonobserving intervals. Using the property of local asymptotic normality we investigate asymptotic properties of Bayesian type estimates for unknown parameter and prove its asymptotic efficiency.

Темы

Statistical Distribution Estimation and Applications Statistical Methods and Inference Financial Risk and Volatility Modeling

Идентификаторы

DOI: 10.1134/s1995080221120027

Цитирования и источники

Цитирований: 1 Использованных источников: 15

Показатели — AkademScholar · Скоро