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

DOI10.1016/0304-4149(94)00012-3zbMATH Open0812.60078OpenAlexW2069417297MaRDI QIDQ1344950FDOQ1344950

Authors: Kenneth G. Manton, Anatoly 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

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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)

Cites Work

• Title not available (Why is that?)
• On the convergence properties of the EM algorithm
• Nonparametric Estimation from Incomplete Observations
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Title not available (Why is that?)
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Title not available (Why is that?)
• Smoothing counting process intensities by means of kernel functions
• The Identifiability of the Proportional Hazard Model
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• The geometry of mixture likelihoods, part II: The exponential family
• Title not available (Why is that?)
• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
• MLE for partially observed diffusions: Direct maximization vs. the EM algorithm
• Title not available (Why is that?)

Cited In (3)

• The effects of health histories on stochastic process models of aging and mortality
• Parametric estimation of hazard functions with stochastic covariate processes
• Using the EM-algorithm for survival data with incomplete categorical covariates

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