An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring

Swagata Nandi and Isha Dewan

Computational Statistics & Data Analysis, 2010, vol. 54, issue 6, 1559-1569

Abstract: We consider the problem of estimation of the parameters of the Marshall-Olkin Bivariate Weibull distribution in the presence of random censoring. Since the maximum likelihood estimators of the parameters cannot be expressed in a closed form, we suggest an EM algorithm to compute the same. Extensive simulations are carried out to conclude that the estimators perform efficiently under random censoring.

Keywords: Marshall-Olkin; bivariate; distribution; Random; censoring; EM; algorithm; Pseudo-likelihood (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:54:y:2010:i:6:p:1559-1569

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