作者a5170040 (Piggy)
看板NCTU-STAT97G
标题[演讲公告] 3/26 统计所专题演讲
时间Mon Mar 22 20:25:39 2010
题 目:Nonparametric Analysis of Doubly Truncated and Interval Censored Data
主讲人:沈葆圣 教授(东海大学统计系)
时 间:99年3月26日(星期五)上午10:40-11:30
(上午10:20-10:40茶会於交大统计所429室举行)
地 点:交大综合一馆427室
Abstract
Doubly truncated data appear in a number of applications, including astronomy
and survival analysis. For double-truncated data, the lifetime T is
observable only when U ≦T≦V, where U and V are the left-truncated and
right-truncated time, respectively. In this talk, we will review the existing
numerical algorithms and technical results (Efron and Petrosian (1999) and
Shen (2008)) on the analysis of doubly truncated data. In some situation, the
lifetime T also suffers interval censoring. Under the assumption of
independence between T and (U, V), using EM algorithm of Turnbull (1976), we
propose a nonparametric estimate of the distribution function of T.
Simulation results indicate that the proposed estimator performs adequately
when truncation is not severe. However, difficulties arise in trying to
derive the asymptotic properties of the nonparametric maximum likelihood
estimate (NPMLE). The consistency properties of the NPMLE will be discussed.
Key Words: double truncation; interval censoring; nonparametric maximum
likelihood estimation.
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