Asymptotically minimax estimators for distributions with increasing failure rate (Q1085543)

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Asymptotically minimax estimators for distributions with increasing failure rate
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    Asymptotically minimax estimators for distributions with increasing failure rate (English)
    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.
    asymptotically minimax estimators
    loss functions
    convergence in probability
    empirical distribution function
    estimators of the distribution function
    hazard function
    increasing failure rate distributions
    asymptotic properties
    greatest convex minorant
    empirical hazard function