A recursive formula for the Kaplan-Meier estimator with mean constraints and its application to empirical likelihood
Journal
Computational Statistics
Journal Volume
30
Journal Issue
4
Pages
1097-1109
Date Issued
2015
Author(s)
Zhou, Mai
Abstract
The Kaplan–Meier estimator is very popular in analysis of survival data. However, it is not easy to compute the ‘constrained’ Kaplan–Meier. Current computational method uses expectation-maximization algorithm to achieve this, but can be slow at many situations. In this note we give a recursive computational algorithm for the ‘constrained’ Kaplan–Meier estimator. The constraint is assumed given in linear estimating equations or mean functions. We also illustrate how this leads to the empirical likelihood ratio test with right censored data. Speed comparison to the EM based algorithm favours the current procedure.
SDGs
Type
journal article