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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