Statistical generalized derivative applied to the profile likelihood estimation in a mixture of semiparametric models

Yuichi Hirose; Ivy Liu

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arXiv · 1807.07670

Statistical generalized derivative applied to the profile likelihood estimation in a mixture of semiparametric models

Yuichi Hirose·Ivy Liu

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Abstract

There is a difficulty in finding an estimate of variance of the profile likelihood estimator in the joint model of longitudinal and survival data. We solve the difficulty by introducing the ``statistical generalized derivative''. The derivative is used to show the asymptotic normality of the estimator without assuming the second derivative of the density function in the model exists.

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Yuichi Hirose, Ivy Liu. 2018-07-20. Statistical generalized derivative applied to the profile likelihood estimation in a mixture of semiparametric models. https://arxiv.org/abs/1807.07670

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