Asymptotically minimax estimators for distributions with increasing failure rate
type: Item
instance of: scholarly article
title: Asymptotically minimax estimators for distributions with increasing failure rate
zbMATH Open document ID: 0607.62042
author: Jane-Ling Wang
published in: The Annals of Statistics
publication date: 1986-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62C20
zbMATH DE Number: 3982284
zbMATH Keywords: asymptotically minimax estimators
zbMATH Keywords: loss functions
zbMATH Keywords: convergence in probability
zbMATH Keywords: empirical distribution function
zbMATH Keywords: estimators of the distribution function
zbMATH Keywords: hazard function
zbMATH Keywords: increasing failure rate distributions
zbMATH Keywords: asymptotic properties
zbMATH Keywords: greatest convex minorant
zbMATH Keywords: empirical hazard function
reviewed by: S. N. U. A. Kirmani
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176350053
OpenAlex ID: W1982909230
DOI: 10.1214/AOS/1176350053
description: scientific article; zbMATH DE number 3982284