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

DOI10.1016/0304-4149(94)00012-3MaRDI QIDQ1344950zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3915362 (Why is no real title available?)
• scientific article; zbMATH DE number 3518102 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 766289 (Why is no real title available?)
• scientific article; zbMATH DE number 3415203 (Why is no real title available?)
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• MLE for partially observed diffusions: Direct maximization vs. the EM algorithm
• Nonparametric Estimation from Incomplete Observations
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• On the convergence properties of the EM algorithm
• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
• Smoothing counting process intensities by means of kernel functions
• The Identifiability of the Proportional Hazard Model
• The geometry of mixture likelihoods, part II: The exponential family

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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