EM and Stochastic EM algorithms for reliability mixture models under random censoring

Abstract : We present in this paper several iterative methods based on EM and Stochastic EM methodology, that allow to estimate parametric or semiparametric mixture models for randomly right censored lifetime data, provided they are identifiable. We consider different levels of completion for the (incomplete) observed data, and provide genuine or EM-like algorithms for several situations. In particular, we show that in censored semiparametric situations, a stochastic step is the only practical solution allowing computation of nonparametric estimates of the unknown survival function. The effectiveness of the new proposed algorithms is demonstrated in simulation studies.
Type de document :
Pré-publication, Document de travail
2012
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00685823
Contributeur : Didier Chauveau <>
Soumis le : vendredi 6 avril 2012 - 10:17:09
Dernière modification le : mercredi 29 novembre 2017 - 10:25:10
Document(s) archivé(s) le : lundi 26 novembre 2012 - 12:56:03

Fichier

EM_RMM_dc.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-00685823, version 1

Citation

Laurent Bordes, Didier Chauveau. EM and Stochastic EM algorithms for reliability mixture models under random censoring. 2012. 〈hal-00685823v1〉

Partager

Métriques

Consultations de la notice

114

Téléchargements de fichiers

580