Likelihood support reduction under censoring
ID: likelihood-support-reduction-under-censoring
Partition the time axis into cells on which membership in each observed exact-event or censoring set is constant. Let be a cell's probability mass and indicate whether cell is permitted by observation . The empirical likelihood has the displayed form, with nonnegative masses summing to one. Columns of that agree can be combined. If column is componentwise dominated by another column , moving all mass from to cannot reduce any factor, so an unconstrained nonparametric maximum-likelihood estimator can omit column . The remaining log-likelihood is a concave function of the masses. Extra constraints can prevent a domination move; for a fixed survivor function value, split cells at the constrained time and retain the associated linear mass constraint.
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