[1]任瑞,周秀轻.逐步Ⅰ型区间删失数据下的参数估计[J].南京师大学报(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.
点击复制

逐步Ⅰ型区间删失数据下的参数估计()
分享到：

《南京师大学报（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 Rui; Zhou 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 censoring; EM algorithm; missing information principle; consistency; asymptotic 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．

相似文献/References:

[1]高艳红,周秀轻.一种新的寿命分布[J].南京师大学报(自然科学版),2012,35(04):18.
　Gao Yanhong,Zhou Xiuqing.A New Life Distribution[J].Journal of Nanjing Normal University(Natural Science Edition),2012,35(03):18.

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