An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring

We consider the problem of estimation of the parameters of the Marshall-Olkin Bivariate Weibull distribution in the presence of random censoring. Since the maximum likelihood estimators of the parameters cannot be expressed in a closed form, we suggest an EM algorithm to compute the same. Extensive simulations are carried out to conclude that the estimators perform efficiently under random censoring.

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Year of publication:	2010
Authors:	Nandi, Swagata ; Dewan, Isha
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 54.2010, 6, p. 1559-1569
Publisher:	Elsevier
Keywords:	Marshall-Olkin bivariate distribution Random censoring EM algorithm Pseudo-likelihood

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008550825