Asymptotically minimax estimators for distributions with increasing failure rate

DOI10.1214/aos/1176350053zbMath0607.62042OpenAlexW1982909230MaRDI QIDQ1085543

Jane-Ling Wang

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350053

zbMATH Keywords

asymptotic propertieshazard functiongreatest convex minorantempirical distribution functionconvergence in probabilityloss functionsasymptotically minimax estimatorsempirical hazard functionestimators of the distribution functionincreasing failure rate distributions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Order statistics; empirical distribution functions (62G30) Reliability and life testing (62N05)

Related Items (12)

Estimators of a distribution function with increasing failure rate average ⋮ Nonparametric testing for a monotone hazard function via normalized spacings ⋮ Limiting behaviour of constrained sums of two variables and the principle of a single big jump ⋮ New estimators of the Pickands dependence function and a test for extreme-value dependence ⋮ Distribution of global measures of deviation between the empirical distribution function and its concave majorant ⋮ A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation ⋮ A second Marshall inequality in convex estimation ⋮ On Projection‐type Estimators of Multivariate Isotonic Functions ⋮ Nonparametric estimation of the dependence function in bivariate extreme value distributions ⋮ LIMIT THEOREMS FOR ASYMPTOTICALLY MINIMAX ESTIMATION OF A DISTRIBUTION WITH INCREASING FAILURE RATE UNDER A RANDOM MIXED CENSORSHIP/TRUNCATION MODEL ⋮ Estimation of a monotone mean residual life. ⋮ An appraisal of some aspects of statistical inference under inequality constraints

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