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Asymptotic Results for Exponential Mixture Models with Long-Term Survivors 

Authors: M. E. Ghitany a; R. A. Maller a
Affiliation:   a Department of Mathematics, University of Western Australia, Nedlands, WA, Australia
DOI: 10.1080/02331889208802379
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 23, Issue 4 1992 , pages 321 - 336
Formats available: PDF (English)
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Abstract

Mixture models incorporating the long term survival of some individuals are encountered in many important fields of applied science. In particular, these models arise in biomedical and criminological studies. This paper is concerned with the consistency and asymptotic normality of the maximum likelihood estimates for the parameters underlying the mixed-exponential model with long-term survivors for randomly censored data. It is shown that these properties can only be anticipated if the data are not too heavily censored, relative to the underlying failure rate and the proportion of the long-term survivors.
Keywords: Asymptotic normality; consistency; criminology; failure rate analysis; long-term survivors; likelihood ratio statistic; maximum likelihood; biomedical statistics; mixed-exponential models; random censoring; recidivism
AMS 1980 subject classifications: Primary 62F12; secondary 62N05
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