Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions

DOI10.1080/03610920802562764MaRDI QIDQ3396349zbMATH OpenOpenAlexFDO

Authors 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

censored datasurvival analysislarge deviationscurved exponential modelmixture of conjugate prior distributions

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
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• A large-deviation principle for Dirichlet posteriors
• An inverse of Sanov's theorem
• Asymptotic expansions for randomly censored survival data
• Comparison methods for stochastic models and risks
• Estimation from censored data with incomplete information
• Inferences concerning exponential distributions in the presence of randomly right censored data with missing censored values
• Large deviations for censored data
• Large deviations for processes with independent increments
• Large deviations of estimators
• Nonparametric Estimation of a Lifetime Distribution When Censoring Times Are Missing

Cited in

(7)

• scientific article; zbMATH DE number 1979792 (Why is no real title available?)
• Large deviations for estimators of some threshold parameters
• An inverse Sanov theorem for exponential families
• Stochastic monotonicity of the MLE of exponential mean under different censoring schemes
• 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

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