[1]任瑞,周秀轻.逐步Ⅰ型区间删失数据下的参数估计[J].南京师范大学学报(自然科学版),2011,34(03):7-12.
 Ren Rui,Zhou Xiuqing.Parameter Estimations Under Progressive Type-Ⅰ Interval Censoring[J].Journal of Nanjing Normal University(Natural Science Edition),2011,34(03):7-12.
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逐步Ⅰ型区间删失数据下的参数估计()
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《南京师范大学学报》(自然科学版)[ISSN:1001-4616/CN:32-1239/N]

卷:
第34卷
期数:
2011年03期
页码:
7-12
栏目:
数学
出版日期:
2011-09-20

文章信息/Info

Title:
Parameter Estimations Under Progressive Type-Ⅰ Interval Censoring
作者:
任瑞周秀轻
南京师范大学数学科学学院,江苏南京210046
Author(s):
Ren RuiZhou Xiuqing
School of Mathematical Sciences,Nanjing Normal University,Nanjing 210046,China
关键词:
逐步I 删失数据EM 算法缺失信息原则相合性渐近正态性
Keywords:
progressively type-I interval censoringEM algorithmmissing information principleconsistencyasymptotic normality
分类号:
O212.1
摘要:
针对逐步Ⅰ型区间删失数据,用EM算法确定参数的极大似然估计,根据缺失信息原则计算出了MLE的渐近协方差,并在该数据下证明了MLE的相合性和渐近正态性.
Abstract:
EM algorithm are used to obtain the maximum likelihood estimates of parameters when the data are progressively type-I interval censoring. The consistency and asymptotic of the MLE are proved and asymptotic covariances are computed by means of the missing information principle.

参考文献/References:

[1] Ng H K T,Chan P S,Balakrishnan N. Estimation of parameters from progressively censored data using EM algorithm [J]. Computational Statistics and Data Analysis,2002,39: 371-386.
[2] Lin Chientai,Balakrishnan N. Asymptotic properties of maximum likelihood estimators based on progressive Type-Ⅱ censoring [J]. Metrika,2010-03-25. Online First.
[3] Aggarwala R. Progressively interval censoring: Some mathematical results with application to inference[J]. Communications in Statistics-Theory and Methods,2001,30: 1 921-1 935.
[4] Chen D G,Lio Y L. Parameter estimations for generalized exponential distribution under progressive type-I interval censoring [J]. Computational Statistics and Data Analysis,2010,54: 1 581-1 591.
[5] Louis T A. Finding the observed information matrix when using the EM algorithm[J]. R Stat Soc Series B,1982,44: 226- 233.
[6] Cramér H. Mathematical Methods of Statistics[M]. Princeton: Princeton University Press, 1946.

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备注/Memo

备注/Memo:
通讯联系人:周秀轻,博士,副教授,研究方向: 生存分析. E-mail: zhouxiuqing@ njnu. edu. Cn
更新日期/Last Update: 2011-09-15