© 1975 by Biometrika Trust
Partial likelihood
Department of Mathematics, Imperial College London
A definition is given of partial likelihood generalizing the ideas of conditional and marginal likelihood. Applications include life tables and inference in stochastic processes. It is shown that the usual large-sample properties of maximum likelihood estimates and tests apply when partial likelihood is used.
Key Words: Asymptotic theory • Censoring • Conditional likelihood • Life table • Marginal likelihood • Regression • Stochastic processes
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