Journal
OPERATIONS RESEARCH LETTERS
Volume 50, Issue 5, Pages 476-483Publisher
ELSEVIER
DOI: 10.1016/j.orl.2022.07.001
Keywords
EM algorithm; Sequential quadratic programming; Phase-type distribution; Left-truncated & right-censored; Hazard function
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Funding
- National Research Foundation of Korea - Ministry of Science and ICT [2017R1A2B4006290]
- National Research Foundation of Korea [2017R1A2B4006290] Funding Source: Korea Institute of Science & Technology Information (KISTI), National Science & Technology Information Service (NTIS)
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Recently, there has been a focus on modeling non-monotonic hazard functions, and a general EM algorithm is proposed to fit these complex hazard functions.
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.
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