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Estimation of Parameters of the Inf. of Weibull Distributed Failure Time Distributions

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Compstat

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Abstract

In this paper, we present an EM-type algorithm to estimate the parameter vector θ of the inf. of k independent non identical Weibull distributions.

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References

  1. BACHA, M. and CELEUX, G. (1994). Contribution to discussion of paper by NEWTON, M. A. and RAFTERY, A. E. JRSS, B (to appear).

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  2. BASU, A. P. and GHOSH, J. K. (1980). Identifiability of distributions under competing risks and complementary risks model. Communications in Statistics, Theory and Methods, A 9(14), 1515–1525.

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  3. DEMPSTER, A. P., LAIRD, N. M. and RUBIN, D. B. (1977). Maximum likelihood from incomplete data via the EM algorithm. JRSS, B 39, 1–38.

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  4. HERMAN, R. J. and PATELL, K. N. (1971). Maximum likelihood estimation for multi-risk model. Technometrics, 13 (2), 385–396.

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  5. NEWTON, M. A. and RAFTERY, A. E. (1994). Approximate Bayesian inference with the weighted likelihood bootstrap. JRSS, B (to appear).

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Author information

Authors and Affiliations

  1. Domaine de Voluceau, INRIA-Rocquencourt, France

    Mostafa Bacha

Authors
  1. Mostafa Bacha
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Editor information

Editors and Affiliations

  1. Department for Statistics and Probability Theory, University of Technology Vienna, Wiedner Hauptstraße 8-10, A-1040, Vienna, Austria

    Rudolf Dutter

  2. Department of Statistics, OR and Computer Science, University Vienna, Universitätsstraße 5, A-1010, Vienna, Austria

    Wilfried Grossmann

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© 1994 Springer-Verlag Berlin Heidelberg

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Bacha, M. (1994). Estimation of Parameters of the Inf. of Weibull Distributed Failure Time Distributions. In: Dutter, R., Grossmann, W. (eds) Compstat. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-52463-9_23

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  • DOI: https://doi.org/10.1007/978-3-642-52463-9_23

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-0793-6

  • Online ISBN: 978-3-642-52463-9

  • eBook Packages: Springer Book Archive

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