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