Modifications of the EM algorithm for survival influenced by an unobserved stochastic process

DOI10.1016/0304-4149(94)00012-3zbMath0812.60078OpenAlexW2069417297MaRDI QIDQ1344950

Kenneth G. Manton, Anatoliy I. Yashin

Publication date: 14 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00012-3

zbMATH Keywords

survival analysissmoothing estimatesmissing information principlemaximum likelihood procedure to estimate parametersrandom hazard

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (1)

The effects of health histories on stochastic process models of aging and mortality

Cites Work

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• Nonparametric Estimation from Incomplete Observations
• The Identifiability of the Proportional Hazard Model
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution

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