Minimaxity and admissibility of the product limit estimator

DOI10.1007/BF00053374zbMath0760.62032OpenAlexW2013362915MaRDI QIDQ1206615

Eswar G. Phadia, Qi Qing Yu

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00053374

zbMATH Keywords

loss functionproduct limit estimatorcensoring timesPL estimatorrandom right censorship model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (2)

A general method of finding a minimax estimator of a distribution function when no equalizer rule is available ⋮ Minimaxity and admissibility of the product limit estimator

Cites Work

• The admissibility of the Kaplan-Meier and other maximum likelihood estimators in the presence of censoring
• The admissibility of the empirical distribution function
• A note on empirical Bayes estimation of a distribution function based on censored data
• Minimaxity and admissibility of the product limit estimator
• Empirical Bayes estimation of a distribution (survival) function from right censored observations
• Bayesian nonparametric estimation based on censored data
• Minimax estimation of a cumulative distribution function
• Nonparametric Estimation from Incomplete Observations
• Nonparametric Bayesian Estimation of Survival Curves from Incomplete Observations

This page was built for publication: Minimaxity and admissibility of the product limit estimator