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Computation of nonparametric convex hazard estimators via profile methods

This paper proposes a profile likelihood algorithm to compute the nonparametric maximum likelihood estimator of a convex hazard function. The maximisation is performed in two steps: First the support reduction algorithm is used to maximise the likelihood over all hazard functions with a given point...

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Detalhes bibliográficos
Main Authors: Jankowski, Hanna K., Wellner, Jon A.
Formato: Artigo
Idioma:Inglês
Publicado em: 2009
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC2838722/
https://ncbi.nlm.nih.gov/pubmed/20300560
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10485250902745359
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