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

07/20/2018

∙

by   Yuichi Hirose, et al.

∙

0

∙

share

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.