Asymptotically minimax estimators for distributions with increasing failure rate (Q1085543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically minimax estimators for distributions with increasing failure rate |
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Asymptotically minimax estimators for distributions with increasing failure rate (English)
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1986
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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.
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asymptotically minimax estimators
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loss functions
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convergence in probability
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empirical distribution function
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estimators of the distribution function
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hazard function
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increasing failure rate distributions
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asymptotic properties
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greatest convex minorant
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empirical hazard function
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