Detailed Information
Cited 0 time in 
Cited 0 time in 
Cited 0 time in
Metadata Downloads
General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations
- Authors
- STEPHANE, BARDE; Ko, Young Myoung; Shin, Hayong
- Issue Date
- Sep-2022
- Publisher
- Elsevier BV
- Keywords
- EM algorithm; Hazard function; Left-truncated & right-censored; Phase-type distribution; Sequential quadratic programming
- Citation
- Operations Research Letters, v.50, no.5, pp 476 - 483
- Pages
- 8
- Indexed
- SCIE
SCOPUS
- Journal Title
- Operations Research Letters
- Volume
- 50
- Number
- 5
- Start Page
- 476
- End Page
- 483
- ISSN
- 0167-6377
1872-7468
- Abstract
- Recently, many researchers focused on modeling non-monotonic hazard functions such as bath-tube and hump shapes. However, most of their estimation methods are focused on complete observations. Since reliability data are typically censored and truncated, a general EM algorithm is proposed, which can fit any of those complex hazard functions. The proposed EM algorithm is analyzed by fitting well-known 4-parameter hazard functions, where its performance is compared by their specific direct methods through extensive Monte Carlo simulations. © 2022 Elsevier B.V.
- Files in This Item
- Go to Link
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
Related Researcher
- STEPHANE, BARDE
- ERICA 공학대학 (DEPARTMENT OF INDUSTRIAL & MANAGEMENT ENGINEERING)