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A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation

Author

Listed:
  • Zhang, Feipeng
  • Yang, Jiejing
  • Ye, Min

Abstract

This paper considers biased-sampling data with zero-inflated truncation, where the survival times are left truncated by zero-inflated distributed truncation times. We develop a nonparametric estimator of survival function for biased-sampling data with zero-inflated truncation via a new expectation–maximization algorithm. We demonstrate the good performance of the proposed estimator through numerical simulation studies. An empirical application of employment data is conducted to illustrate the method.

Suggested Citation

  • Zhang, Feipeng & Yang, Jiejing & Ye, Min, 2020. "A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation," Economics Letters, Elsevier, vol. 194(C).
  • Handle: RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302494
    DOI: 10.1016/j.econlet.2020.109399
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    References listed on IDEAS

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    1. Chiung-Yu Huang & Jing Qin, 2011. "Nonparametric estimation for length-biased and right-censored data," Biometrika, Biometrika Trust, vol. 98(1), pages 177-186.
    2. Zhang, Feipeng & Tan, Zhong, 2015. "A new nonparametric quantile estimate for length-biased data with competing risks," Economics Letters, Elsevier, vol. 137(C), pages 10-12.
    3. Jue Hou & Christina D. Chambers & Ronghui Xu, 2018. "A nonparametric maximum likelihood approach for survival data with observed cured subjects, left truncation and right-censoring," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(4), pages 612-651, October.
    4. Xiaodong Luo & Wei Yann Tsai, 2009. "Nonparametric estimation for right-censored length-biased data: a pseudo-partial likelihood approach," Biometrika, Biometrika Trust, vol. 96(4), pages 873-886.
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    More about this item

    Keywords

    Biased-sampling data; Zero-inflated truncation; EM algorithm;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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