Interval Estimation for Extreme Value Parameter with Censored Data
نویسندگان
چکیده
منابع مشابه
Sieve Estimation with Bivariate Interval Censored Data
Bivariate interval censored data arises in many applications. However, both theoretical and computational investigations for this type of data are limited because of the complicated structure of bivariate censoring. In this paper, we propose a two-stage spline-based sieve estimator for the association between two event times with bivariate case 2 interval censored data. A smooth and explicit es...
متن کاملNon-Bayesian Estimation and Prediction under Weibull Interval Censored Data
In this paper, a one-sample point predictor of the random variable X is studied. X is the occurrence of an event in any successive visits $L_i$ and $R_i$ :i=1,2…,n (interval censoring). Our proposed method is based on finding the expected value of the conditional distribution of X given $L_i$ and $R_i$ (i=1,2…,n). To make the desired prediction, our approach is on the basis of approximating the...
متن کاملEstimation with Univariate “mixed Case” Interval Censored Data
In this paper, we study the Nonparametric Maximum Likelihood Estimator (NPMLE) of univariate “Mixed Case” interval-censored data in which the number of observation times, and the observation times themselves are random variables. We provide a characterization of the NPMLE, then use the ICM algorithm to compute the NPMLE. We also study the asymptotic properties of the NPMLE: consistency, global ...
متن کاملParameter estimation of Lindley distribution with hybrid censored data
This study deals with the classical and Bayesian analysis of the hybrid censored lifetime data under the assumption that the lifetime follow Lindley distribution. In classical set up, the maximum likelihood estimate of the parameter with its standard error are computed. Further, by assuming Jeffrey’s invariant and gamma priors of the unknown parameter, Bayes estimate along with its posterior st...
متن کاملSmooth estimation of the survival function for interval censored data.
Interval censored data arise naturally in large-scale panel studies where subjects can only be followed periodically and the event of interest can only be observed in some time intervals. To estimate the survival function the non-parametric maximum likelihood estimator (NPMLE) is commonly used, which is a step function having some large jumps. However, in many applications the underlying surviv...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ISRN Applied Mathematics
سال: 2011
ISSN: 2090-5564,2090-5572
DOI: 10.5402/2011/687343