Some Algorithms to Fit some Reliability Mixture Models under Censoring

Laurent Bordes () and Didier Chauveau ()
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Laurent Bordes: Université de Pau et des Pays de l’Adour, UMR CNRS 5142, Laboratoire de Mathématiques et de leurs Applications
Didier Chauveau: Université d’Orléans, UMR CNRS 6628 - MAPMO

A chapter in Proceedings of COMPSTAT'2010, 2010, pp 243-252 from Springer

Abstract: Abstract Estimating the unknown parameters of a reliability mixture model may be a more or less intricate problem, especially if durations are censored. We present several iterative methods based on Monte Carlo simulation that allow to fit parametric or semiparametric mixture models provided they are identifiable. We show for example that the well-known data augmentation algorithm may be used successfully to fit semiparametric mixture models under right censoring. Our methods are illustrated by a reliability example.

Keywords: reliability; mixture models; stochastic EM algorithm; censored data (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2604-3_22

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DOI: 10.1007/978-3-7908-2604-3_22

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