A recursive formula for the Kaplan–Meier estimator with mean constraints and its application to empirical likelihood

The Kaplan–Meier estimator is very popular in analysis of survival data. However, it is not easy to compute the ‘constrained’ Kaplan–Meier. Current computational method uses expectation-maximization algorithm to achieve this, but can be slow at many situations. In this note we give a recursive compu...

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Bibliographic Details
Published in:	Computational statistics Vol. 30; no. 4; pp. 1097 - 1109
Main Authors:	Zhou, Mai, Yang, Yifan
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2015 Springer Nature B.V
Subjects:	Algorithms Computation Constraints Economic Theory/Quantitative Economics/Mathematical Methods Empirical analysis Estimators Lagrange multiplier Mathematical analysis Mathematics and Statistics Original Paper Probability and Statistics in Computer Science Probability Theory and Stochastic Processes Random variables Recursive Statistics Empirical likelihood ratio NPMLE Right censored data Wilks test
ISSN:	0943-4062, 1613-9658
Online Access:	Get full text
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