Estimation of parameters for a Birnbaum-Saunders regression model with censored data

被引：12

作者：

Desmond, Anthony F. ^{[1
]}

Rodriguez-Yam, Gabriel A. ^{[2
]}

Lu, Xuewen ^{[3
]}

机构：

[1] Univ Guelph, Guelph, ON N1G 2W1, Canada

[2] Univ Autonoma Chapingo, Chapingo, Mexico

[3] Univ Calgary, Calgary, AB T2N 1N4, Canada

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2008年 / 78卷 / 11期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Birnbaum-Saunders distribution; Sinh-normal distribution; EM algorithm; Iterative least-squares procedure;

D O I：

10.1080/00949650601158500

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Little work has been published on the analysis of censored data for the Birnbaum-Saunders distribution (BISA). In this article, we implement the EM algorithm to fit a regression model with censored data when the failure times follow the BISA. Three approaches to implement the E-Step of the EM algorithm are considered. In two of these implementations, the M-Step is attained by an iterative least-squares procedure. The algorithm is exemplified with a single explanatory variable in the model.

引用

页码：983 / 997

页数：15

共 17 条

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