Counting process approach to time sequential and sequential point estimation with censored data

DOI10.1080/07474948808836147zbMath0669.62075MaRDI QIDQ3823022

Chao A. Hsiung, I.-Shou Chang

Publication date: 1988

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948808836147

zbMATH Keywords

asymptotic normality; random censoring; maximum likelihood estimator; counting processes; squared error; non-negative random variables; asymptotic risk-efficiency property; time-sequential point estimation

Mathematics Subject Classification ID

62L12: Sequential estimation

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Fixed diameter confidence ellipsoid in time-sequential models

Cites Work

• Unnamed Item
• Time sequential estimation of the exponential mean under random withdrawals
• Likelihood process in parametric model of censored data with staggered entry-asymptotic properties and applications
• The performance of a sequential procedure for the estimation of the mean
• Bounded regret of a sequential procedure for estimation of the mean
• Second order approximations for sequential point and interval estimation
• Risk-efficient estimation of the mean exponential survival time under random censoring.
• Sequential estimation of the mean survival time under random censorship
• On time-sequential point estimation of the mean of an exponential distribution
• Sequential point estimation of the mean when the distribution is unspecified
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• Further Remarks on Sequential Estimation: The Exponential Case