General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations

DOI10.1016/j.orl.2022.07.001OpenAlexW4285012682WikidataQ113867743 ScholiaQ113867743MaRDI QIDQ2084012

Hayong Shin, Stephane Barde, Young Myoung Ko

Publication date: 17 October 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2022.07.001

zbMATH Keywords

EM algorithmsequential quadratic programmingphase-type distributionhazard functionleft-truncated \& right-censored

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Uses Software

• EMpht

Cites Work

• A generalized modified Weibull distribution for lifetime modeling
• Left truncated and right censored Weibull data and likelihood inference with an illustration
• Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence
• The exponentiated generalized gamma distribution with application to lifetime data
• A new metric for probability distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations