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題名 A General Algorithm for Nonparametric Maximum Likelihood Estimator of Stochastically Ordered Survival Functions from Case 2 Interval Censored Data
作者 Kim, Yuneung;Son, Won;Lim, Johan;Kuo, H.-C.
郭訓志
Kuo, H.-C.
貢獻者 統計系
關鍵詞 Interval-censored data; Linear order constraints; Non-parametric maximum likelihood estimator; Quadratic programming; Stochastic ordering
日期 2017-10
上傳時間 9-Oct-2018 11:49:53 (UTC+8)
摘要 In this paper, we study an algorithm to compute the non-parametric maximum likelihood estimator of stochastically ordered survival functions from case 2 interval-censored data. The algorithm, simply denoted by SQP (sequential quadratic programming), re-parameterizes the likelihood function to make the order constraints as a set of linear constraints, approximates the log-likelihood function as a quadratic function, and updates the estimate by solving a quadratic programming. We particularly consider two stochastic orderings, simple and uniform orderings, although the algorithm can also be applied to many other stochastic orderings. We illustrate the algorithm using the breast cancer data reported in Finkelstein and Wolfe
關聯 Communications in Statistics - Simulation and Computation,
資料類型 article
DOI https://doi.org/10.1080/03610918.2017.1400052
dc.contributor 統計系
dc.creator (作者) Kim, Yuneung;Son, Won;Lim, Johan;Kuo, H.-C.en_US
dc.creator (作者) 郭訓志zh_TW
dc.creator (作者) Kuo, H.-C.en_US
dc.date (日期) 2017-10
dc.date.accessioned 9-Oct-2018 11:49:53 (UTC+8)-
dc.date.available 9-Oct-2018 11:49:53 (UTC+8)-
dc.date.issued (上傳時間) 9-Oct-2018 11:49:53 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/120426-
dc.description.abstract (摘要) In this paper, we study an algorithm to compute the non-parametric maximum likelihood estimator of stochastically ordered survival functions from case 2 interval-censored data. The algorithm, simply denoted by SQP (sequential quadratic programming), re-parameterizes the likelihood function to make the order constraints as a set of linear constraints, approximates the log-likelihood function as a quadratic function, and updates the estimate by solving a quadratic programming. We particularly consider two stochastic orderings, simple and uniform orderings, although the algorithm can also be applied to many other stochastic orderings. We illustrate the algorithm using the breast cancer data reported in Finkelstein and Wolfeen_US
dc.format.extent 129 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) Communications in Statistics - Simulation and Computation,
dc.subject (關鍵詞) Interval-censored data; Linear order constraints; Non-parametric maximum likelihood estimator; Quadratic programming; Stochastic orderingen_US
dc.title (題名) A General Algorithm for Nonparametric Maximum Likelihood Estimator of Stochastically Ordered Survival Functions from Case 2 Interval Censored Dataen_US
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.1080/03610918.2017.1400052
dc.doi.uri (DOI) https://doi.org/10.1080/03610918.2017.1400052