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Preprints, Working Papers, ... Year : 2012

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.
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Dates and versions

hal-00685823 , version 1 (06-04-2012)
hal-00685823 , version 2 (10-06-2013)

Identifiers

  • HAL Id : hal-00685823 , version 1

Cite

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