Information Bounds and Nonparametric Maximum Likelihood Estimation

Information Bounds and Nonparametric Maximum Likelihood Estimation PDF Author: P. Groeneboom
Publisher: Birkhäuser
ISBN: 3034886217
Category : Mathematics
Languages : en
Pages : 129

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Book Description
This book contains the lecture notes for a DMV course presented by the authors at Gunzburg, Germany, in September, 1990. In the course we sketched the theory of information bounds for non parametric and semiparametric models, and developed the theory of non parametric maximum likelihood estimation in several particular inverse problems: interval censoring and deconvolution models. Part I, based on Jon Wellner's lectures, gives a brief sketch of information lower bound theory: Hajek's convolution theorem and extensions, useful minimax bounds for parametric problems due to Ibragimov and Has'minskii, and a recent result characterizing differentiable functionals due to van der Vaart (1991). The differentiability theorem is illustrated with the examples of interval censoring and deconvolution (which are pursued from the estimation perspective in part II). The differentiability theorem gives a way of clearly distinguishing situations in which 1 2 the parameter of interest can be estimated at rate n / and situations in which this is not the case. However it says nothing about which rates to expect when the functional is not differentiable. Even the casual reader will notice that several models are introduced, but not pursued in any detail; many problems remain. Part II, based on Piet Groeneboom's lectures, focuses on non parametric maximum likelihood estimates (NPMLE's) for certain inverse problems. The first chapter deals with the interval censoring problem.

Information Bounds and Nonparametric Maximum Likelihood Estimation

Information Bounds and Nonparametric Maximum Likelihood Estimation PDF Author: P. Groeneboom
Publisher: Birkhäuser
ISBN: 3034886217
Category : Mathematics
Languages : en
Pages : 129

Get Book Here

Book Description
This book contains the lecture notes for a DMV course presented by the authors at Gunzburg, Germany, in September, 1990. In the course we sketched the theory of information bounds for non parametric and semiparametric models, and developed the theory of non parametric maximum likelihood estimation in several particular inverse problems: interval censoring and deconvolution models. Part I, based on Jon Wellner's lectures, gives a brief sketch of information lower bound theory: Hajek's convolution theorem and extensions, useful minimax bounds for parametric problems due to Ibragimov and Has'minskii, and a recent result characterizing differentiable functionals due to van der Vaart (1991). The differentiability theorem is illustrated with the examples of interval censoring and deconvolution (which are pursued from the estimation perspective in part II). The differentiability theorem gives a way of clearly distinguishing situations in which 1 2 the parameter of interest can be estimated at rate n / and situations in which this is not the case. However it says nothing about which rates to expect when the functional is not differentiable. Even the casual reader will notice that several models are introduced, but not pursued in any detail; many problems remain. Part II, based on Piet Groeneboom's lectures, focuses on non parametric maximum likelihood estimates (NPMLE's) for certain inverse problems. The first chapter deals with the interval censoring problem.

Information Bounds and Nonparametric Maximum Likelihood Estimation

Information Bounds and Nonparametric Maximum Likelihood Estimation PDF Author: P. Groeneboom
Publisher: Birkhauser
ISBN: 9780817627942
Category : Mathematics
Languages : en
Pages : 126

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Book Description


Nonparametric Maximum Likelihood Estimation of the Cumulative Distribution Function with Multivariate Interval Censored Data

Nonparametric Maximum Likelihood Estimation of the Cumulative Distribution Function with Multivariate Interval Censored Data PDF Author: Xuecheng Liu
Publisher:
ISBN:
Category :
Languages : en
Pages : 172

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Book Description
"This thesis addresses nonparametric maximal likelihood (NPML) estimation of the cumulative distribution function (CDF) given multivariate interval censored data (MILD). The methodology consists in applying graph theory to the intersection graph of censored data. The maximal cliques of this graph and their real representations contain all the information needed to find NPML estimates (NPMLE). In this thesis, a new algorithm to determine the maximal cliques of an MICD set is introduced. The concepts of diameter and semi-diameter of the polytope formed by all NPMLEs are introduced and simulation to investigate the properties of the non-uniqueness polytope of the CDF NPMLEs for bivariate censored data is described. Also, an a priori bounding technique for the total mass attributed to a set of maximal cliques by a self-consistent estimate of the CDF (including the NPMLE) is presented." --

Non-parametric Maximum Likelihood Estimation

Non-parametric Maximum Likelihood Estimation PDF Author: G. B. Crawford
Publisher:
ISBN:
Category :
Languages : en
Pages : 21

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Book Description
Given that a distribution function is a member of a subclass of absolutely continuous measures, the problem of nonparametric estimation is considered, with the method of maximum likelihood, of the underlying density function of a given sample of independent identically distributed random variables. Sufficient conditions on the space of probability densities and its topology are given for the consistency of such an estimate. (Author).

Maximum Likelihood Estimation: a Practical Theorem on Consistency of the Nonparametric Maximum Likelihood Estimates with Applications

Maximum Likelihood Estimation: a Practical Theorem on Consistency of the Nonparametric Maximum Likelihood Estimates with Applications PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 21

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Book Description
Sufficient conditions for consistency of a nonparametric maximum likelihood estimate are given which are applicable to those problems where a class of distribution functions is specified only in terms of its graphs. Consistency is proven and applications are given. (Author).

Interval-Censored Time-to-Event Data

Interval-Censored Time-to-Event Data PDF Author: Ding-Geng (Din) Chen
Publisher: CRC Press
ISBN: 1466504285
Category : Mathematics
Languages : en
Pages : 426

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Book Description
Interval-Censored Time-to-Event Data: Methods and Applications collects the most recent techniques, models, and computational tools for interval-censored time-to-event data. Top biostatisticians from academia, biopharmaceutical industries, and government agencies discuss how these advances are impacting clinical trials and biomedical research.Divid

Emerging Topics in Modeling Interval-Censored Survival Data

Emerging Topics in Modeling Interval-Censored Survival Data PDF Author: Jianguo Sun
Publisher: Springer Nature
ISBN: 3031123662
Category : Mathematics
Languages : en
Pages : 322

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Book Description
This book primarily aims to discuss emerging topics in statistical methods and to booster research, education, and training to advance statistical modeling on interval-censored survival data. Commonly collected from public health and biomedical research, among other sources, interval-censored survival data can easily be mistaken for typical right-censored survival data, which can result in erroneous statistical inference due to the complexity of this type of data. The book invites a group of internationally leading researchers to systematically discuss and explore the historical development of the associated methods and their computational implementations, as well as emerging topics related to interval-censored data. It covers a variety of topics, including univariate interval-censored data, multivariate interval-censored data, clustered interval-censored data, competing risk interval-censored data, data with interval-censored covariates, interval-censored data from electric medical records, and misclassified interval-censored data. Researchers, students, and practitioners can directly make use of the state-of-the-art methods covered in the book to tackle their problems in research, education, training and consultation.

Practical Nonparametric and Semiparametric Bayesian Statistics

Practical Nonparametric and Semiparametric Bayesian Statistics PDF Author: Dipak D. Dey
Publisher: Springer Science & Business Media
ISBN: 1461217326
Category : Mathematics
Languages : en
Pages : 376

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Book Description
A compilation of original articles by Bayesian experts, this volume presents perspectives on recent developments on nonparametric and semiparametric methods in Bayesian statistics. The articles discuss how to conceptualize and develop Bayesian models using rich classes of nonparametric and semiparametric methods, how to use modern computational tools to summarize inferences, and how to apply these methodologies through the analysis of case studies.

Probability Theory and Mathematical Statistics

Probability Theory and Mathematical Statistics PDF Author: B. Grigelionis
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 311231932X
Category : Mathematics
Languages : en
Pages : 752

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Book Description
No detailed description available for "Probability Theory and Mathematical Statistics".

Textbook of Clinical Trials in Oncology

Textbook of Clinical Trials in Oncology PDF Author: Susan Halabi
Publisher: CRC Press
ISBN: 1351620967
Category : Medical
Languages : en
Pages : 701

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Book Description
There is an increasing need for educational resources for statisticians and investigators. Reflecting this, the goal of this book is to provide readers with a sound foundation in the statistical design, conduct, and analysis of clinical trials. Furthermore, it is intended as a guide for statisticians and investigators with minimal clinical trial experience who are interested in pursuing a career in this area. The advancement in genetic and molecular technologies have revolutionized drug development. In recent years, clinical trials have become increasingly sophisticated as they incorporate genomic studies, and efficient designs (such as basket and umbrella trials) have permeated the field. This book offers the requisite background and expert guidance for the innovative statistical design and analysis of clinical trials in oncology. Key Features: Cutting-edge topics with appropriate technical background Built around case studies which give the work a "hands-on" approach Real examples of flaws in previously reported clinical trials and how to avoid them Access to statistical code on the book’s website Chapters written by internationally recognized statisticians from academia and pharmaceutical companies Carefully edited to ensure consistency in style, level, and approach Topics covered include innovating phase I and II designs, trials in immune-oncology and rare diseases, among many others