Bram van Kuijvenhoven

The Maximum Likelihood Estimator in Competing Risks with Interval Censoring

Bram van Kuijvenhoven, juni 2005

The author discusses the maximum likelihood estimator (MLE) for competing risk problems under various forms of interval censoring. The number of intervals is allowed to be random and to be different for different observations. It is shown that the MLE is uniquely determined.

Moreover, a general algorithm is developed to compute the MLE. This is an extension of work reported in Maathuis (2005).