Improved estimation for a model arising in reliability and competing risks
DOI10.1016/0047-259X(91)90088-JzbMATH Open0714.62047MaRDI QIDQ751122FDOQ751122
Authors: Edsel A. Peña 
Publication date: 1991
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
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second-order approximationrisk functionseries systemquadratic loss functionadaptive estimatorMarshall-Olkin multivariate exponential distributioncompeting risks modelself-consistent estimatorinadmissibleuniformly minimum variance unbiased estimatorsEquivariant estimatorsexponential-multinomial distribution
Reliability and life testing (62N05) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)
Cites Work
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- A Multivariate Exponential Distribution
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- Estimation and Hypothesis Testing for the Parameters of a Bivariate Exponential Distribution
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- Parameter Estimation for a Multivariate Exponential Distribution
- Bayesian parameter and reliability estimation for a bivariate exponential distribution. Parallel sampling
- Estimating the Parameters of a Multivariate Exponential Distribution
Cited In (4)
- Competing risks for reliability analysis using Cox's model
- Asymptotic and finite-sample properties of a reliability estimator for a competing risks system
- Equivariant estimation for the parameters of location-scale multivariate exponential models and its application in reliability analysis
- A simple motivation for James-Stein estimators
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