Asymptotically minimax estimators for distributions with increasing failure rate
The author constructs nonparametric estimators of the distribution function and the hazard function in the class of all increasing failure rate distributions. Some asymptotic properties of the greatest convex minorant of the empirical hazard function \(C_ n\) and of the distribution of \(C_ n\) are proved.
scientific article; zbMATH DE number 3982284