Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time

• 成果类型: Article
• 署名作者: Zeng, DL; Cai, JW
• 署名单位: University of North Carolina; University of North Carolina Chapel Hill
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053605000000480
• 发表日期: 2005
• 页码: 2132-2163
• 关键词: cox model; regression

摘要

Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood estimators. This paper intends to fill this gap. Specifically, we prove the consistency of the maximum likelihood estimators and derive their asymptotic distributions. The maximum likelihood estimators are shown to be semi parametrically efficient.