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

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.

Automated summary

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.