Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike

2017/01/16

16:50-18:00   Room #052 (Graduate School of Math. Sci. Bldg.)
広瀬勇一 (University of Wellington)
Profile likelihood approach to a large sample distribution of estimators in joint mixture model of survival and longitudinal ordered data
[ Abstract ]
We consider a semiparametric joint model that consists of item response and survival components, where these two components are linked through latent variables. We estimate the model parameters through a profile likelihood and the EM algorithm. We propose a method to derive an asymptotic variance of the estimators in this model.