Nonparametric estimation of a distribution function under biased sampling and censoring
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Publication:6206437
DOI10.1214/074921707000000175arXiv0708.1061MaRDI QIDQ6206437FDOQ6206437
Authors: Micha Mandel 
Publication date: 8 August 2007
Abstract: This paper derives the nonparametric maximum likelihood estimator (NPMLE) of a distribution function from observations which are subject to both bias and censoring. The NPMLE is obtained by a simple EM algorithm which is an extension of the algorithm suggested by Vardi (Biometrika, 1989) for size biased data. Application of the algorithm to many models is discussed and a simulation study compares the estimator's performance to that of the product-limit estimator (PLE). An example demonstrates the utility of the NPMLE to data where the PLE is inappropriate.
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