[演講公告] 3/26 統計所專題演講
※ [本文轉錄自 NCTU-STAT97G 看板]
作者: a5170040 (Piggy) 看板: NCTU-STAT97G
標題: [演講公告] 3/26 統計所專題演講
時間: Mon Mar 22 20:25:39 2010
題 目：Nonparametric Analysis of Doubly Truncated and Interval Censored Data
主講人：沈葆聖 教授(東海大學統計系)
時 間：99年3月26日(星期五)上午10:40-11:30
(上午10:20-10:40茶會於交大統計所429室舉行)
地 點：交大綜合一館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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