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 some situations, the lifetime T also suffers interval censoring. Using the EM algorithm of Turnbull [The empirical distribution function with arbitrarily grouped censored and truncated data, J. R. Stat. Soc. Ser. B 38 (1976), pp. 290-295] and iterative convex minorant algorithm [P. Groeneboom and J.A. Wellner, Information Bounds and Nonparametric Maximum Likelihood Estimation, Birkh?user, Basel, 1992], we study the performance of the nonparametric maximum-likelihood estimates (NPMLEs) of the distribution function of T. Simulation results indicate that the NPMLE performs adequately for the finite sample. ? 2012 Copyright Taylor and Francis Group, LLC.
Relation:
Journal of Statistical Computation and Simulation Volume 82, Issue 12, December 2012, Pages 1845-1854
