General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations

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Recently, many researchers focused on modeling non-monotonic hazard functions such as bath-tube and hump shapes. However, most of their estimation methods are focused on complete observations. Since reliability data are typically censored and truncated, a general EM algorithm is proposed, which can fit any of those complex hazard functions. The proposed EM algorithm is analyzed by fitting well-known 4-parameter hazard functions, where its performance is compared by their specific direct methods through extensive Monte Carlo simulations. (c) 2022 Elsevier B.V. All rights reserved.
Publisher
ELSEVIER
Issue Date
2022-09
Language
English
Article Type
Article
Citation

OPERATIONS RESEARCH LETTERS, v.50, no.5, pp.476 - 483

ISSN
0167-6377
DOI
10.1016/j.orl.2022.07.001
URI
http://hdl.handle.net/10203/297884
Appears in Collection
IE-Journal Papers(저널논문)
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