Statistical generalized derivative applied to the profile likelihood
estimation in a mixture of semiparametric models
Entropy (Entropy), 2018
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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