Abstract
Failure time data occur in many areas and also in various forms and in particular, many authors have discussed regression analysis of failure time data in the presence of interval censoring, a cured subgroup or mismeasured covariates. However, it does not seem to exist an established procedure that can deal with all three issues together. Corresponding to this, we propose a sieve maximum likelihood estimation procedure that takes into account all three issues with the use of the SIMEX algorithm. The asymptotic properties of the proposed estimators are established, and an extensive simulation study is also conducted and suggests that the proposed method works well for practical situations.
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