Algorithms for computing self-consistent and maximum likelihood estimators with doubly censored data

• 成果类型: Article
• 署名作者: Mykland, PA; Ren, JJ
• 署名单位: University of Nebraska System; University of Nebraska Lincoln
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 1740-1764
• 关键词: survival function

摘要

The paper investigates the structure of the self-consistent estimators (SCE) and the nonparametric maximum likelihood estimator (NPMLE) for doubly censored data. An explicit sufficient and necessary condition for an SCE to be the NPMLE is given. Based on this, algorithms for computing the SCE and the NPMLE are provided. The relation between our algorithms and the EM algorithm is studied.