Presentation 2002/11/8
Estimating the Parameters of the Mixture of Proportional Hazards Models with Three Types of Data
Won Young Yun, Jong Woon Kim,
PDF Download Page PDF download Page Link
Abstract(in Japanese) (See Japanese page)
Abstract(in English) Cox's proportional hazards model (PHM) has been widely applied in the analysis of lifetime data. It involves covariates influencing the times to the failure of a system. In this article, the covariates are assumed to be discrete random variables, and a mixed proportional hazards model is derived. We consider three types of data; one type of experimental data and two types of field data. We investigate estimation in the mixed PHM with these three types of data. We develop maximum likelihood techniques for joint estimation of distribution parameters, mixing proportions, and a regression parameter using the Expectation-Maximization(EM) algorithm.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Proportional hazards model / EM algorithm / Incomplete data / Estimation
Paper # R2002-53
Date of Issue

Conference Information
Committee R
Conference Date 2002/11/8(1days)
Place (in Japanese) (See Japanese page)
Place (in English)
Topics (in Japanese) (See Japanese page)
Topics (in English)
Chair
Vice Chair
Secretary
Assistant

Paper Information
Registration To Reliability(R)
Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Estimating the Parameters of the Mixture of Proportional Hazards Models with Three Types of Data
Sub Title (in English)
Keyword(1) Proportional hazards model
Keyword(2) EM algorithm
Keyword(3) Incomplete data
Keyword(4) Estimation
1st Author's Name Won Young Yun
1st Author's Affiliation Department of Industrial Engineering, Pusan National University()
2nd Author's Name Jong Woon Kim
2nd Author's Affiliation Department of Industrial Engineering, Pusan National University
Date 2002/11/8
Paper # R2002-53
Volume (vol) vol.102
Number (no) 454
Page pp.pp.-
#Pages 6
Date of Issue