General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations
Year of publication: |
2022
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Authors: | Barde, Stephane ; Ko, Young Myoung ; Shin, Hayong |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 50.2022, 5, p. 476-483
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Subject: | EM algorithm | Hazard function | Left-truncated & right-censored | Phase-type distribution | Sequential quadratic programming | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Mikroökonometrie | Microeconometrics | Schätztheorie | Estimation theory |
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