Information bounds for nonparametric estimators of L-functionals and survival functionals under censored data

DOI10.1007/S00184-015-0551-YMaRDI QIDQ2634243zbMATH OpenOpenAlexFDO

Authors Andreas Knoch, Arnold Janssen

Publication date 8 February 2016

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-015-0551-y

zbMATH Keywords

censored dataKaplan-Meier estimatorNelson-Aalen estimatorsuperefficiency\(L\)-estimatornonparametric estimation of functionalsregularity of estimatorsCramér-Rao bound

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)

Recommendations

• A nonparametric Cramér-Rao inequality for estimators of statistical functionals.
• A bound on the \(\mathcal{L}_ 1\)-error of a nonparametric density estimator with censored data
• scientific article; zbMATH DE number 1057987
• scientific article; zbMATH DE number 4124800
• Asymptotically optimal estimation of smooth functionals for interval censoring, part 1

Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3714717 (Why is no real title available?)
• scientific article; zbMATH DE number 192974 (Why is no real title available?)
• scientific article; zbMATH DE number 3599346 (Why is no real title available?)
• scientific article; zbMATH DE number 4121260 (Why is no real title available?)
• scientific article; zbMATH DE number 814909 (Why is no real title available?)
• scientific article; zbMATH DE number 2195909 (Why is no real title available?)
• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• A differential for L-statistics
• A modified functional delta method and its application to the estimation of risk functionals
• A nonparametric Cramér-Rao inequality for estimators of statistical functionals.
• A short and elementary proof of the main Bahadur-Kiefer theorem
• Asymptotic Statistics
• Asymptotic bounds for estimators without limit distribution
• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Asymptotic optimality of the product limit estimator
• Asymptotics in statistics. Some basic concepts.
• Bahadur-Kiefer-type processes
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Cramér-Rao revisited
• Fisher's information in terms of the hazard rate
• Linear functions of order statistics with smooth weight functions
• Local asymptotic normality for randomly censored models with applications to rank tests
• Necessary and sufficient conditions for asymptotic normality of \(L\)- statistics
• On local odds and hazard rate models in survival analysis
• Probability for Statisticians
• Statistical models based on counting processes
• Survival analysis. Techniques for censored and truncated data

Cited in

(1)

• A bound on the \(\mathcal{L}_ 1\)-error of a nonparametric density estimator with censored data

This page was built for publication: Information bounds for nonparametric estimators of \(L\)-functionals and survival functionals under censored data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2634243)