Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions

DOI10.1080/03610920802562764zbMath1171.62058OpenAlexW2083739362MaRDI QIDQ3396349

Claudio Macci, Lea Petrella

Publication date: 18 September 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802562764

zbMATH Keywords

survival analysislarge deviationscensored datacurved exponential modelmixture of conjugate prior distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Censored data models (62N01) Large deviations (60F10) Estimation in survival analysis and censored data (62N02)

Related Items (5)

Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process ⋮ Extension of some large deviation results for posterior distributions ⋮ Large deviations for estimators of unknown probabilities, with applications in risk theory ⋮ An inverse Sanov theorem for exponential families ⋮ Large deviations for estimators of some threshold parameters

Cites Work

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• Large deviations of estimators
• An inverse of Sanov's theorem
• Large deviations for censored data
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• Asymptotic expansions for randomly censored survival data
• Nonparametric Estimation of a Lifetime Distribution When Censoring Times Are Missing
• Large deviations for processes with independent increments
• A large-deviation principle for Dirichlet posteriors
• Estimation from censored data with incomplete information

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