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Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data

Abstract : Mixture models in reliability bring a useful compromise between parametric and nonparametric models, when several failure modes are suspected. The classical methods for estimation in mixture models rarely handle the additional difficulty coming from the fact that lifetime data are often censored, in a deterministic or random way. We present in this paper several iterative methods based on EM and Stochastic EM methodologies, that allow us 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 simulating the missing data coming from the mixture allows to plug a standard R package for survival data analysis in an EM algorithm's M-step. Moreover, 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 are demonstrated in simulation studies and an actual dataset example from aeronautic industry.
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https://hal.archives-ouvertes.fr/hal-01458924
Contributor : Didier Chauveau <>
Submitted on : Tuesday, February 7, 2017 - 9:52:06 AM
Last modification on : Thursday, March 5, 2020 - 7:24:41 PM

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Laurent Bordes, Didier Chauveau. Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data. Computational Statistics, Springer Verlag, 2016, 31 (4), pp.1513-1538. ⟨10.1007/s00180-016-0661-7⟩. ⟨hal-01458924⟩

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