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Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time. (English) Zbl 1086.62034
Summary: 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 semiparametrically efficient.

MSC:
 62F12 Asymptotic properties of parametric estimators 62N02 Estimation in survival analysis and censored data 62H12 Estimation in multivariate analysis 62E20 Asymptotic distribution theory in statistics 62G20 Asymptotic properties of nonparametric inference
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