Time sequential estimation of the exponential mean under random withdrawals

DOI10.1214/AOS/1176349941MaRDI QIDQ1082762zbMATH OpenOpenAlexFDO

Authors Joseph C. Gardiner, V. Susarla, John van Ryzin

Publication date 1986

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349941

zbMATH Keywords

asymptotic normalityorder statisticmartingaleloss functiontotal time on testrandom censorshipasymptotically risk efficientmean exponential lifetimerandom withdrawals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Reliability and life testing (62N05) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cited in

(17)

• Sequential estimation of the mean survival time under random censorship
• Second—order approximations in the time—sequential point estimation methodologies for the mean of an exponential Distribution
• Bayes sequential estimation for a time-transformed exponential model
• A stochastic process arising in sequential experimentation
• Sequential estimation of the mean exponential survival time under random censoring
• Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case
• Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling
• Counting process approach to time sequential and sequential point estimation with censored data
• Lower Bounds on the Minimax Risk of Sequential Estimators
• Fixed diameter confidence ellipsoid in time-sequential models
• A continuous-time sequential testing problem
• A sequential estimation procedure for the parameter of an exponential distribution
• Fixed width confidence intervals for the exponential mean survival time under random censorship
• Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients
• Sequential analysis of longitudinal data in a prospective nested case-control study
• Risk-efficient estimation of the mean exponential survival time under random censoring.
• Second order sequential estimation of the mean exponential survival time under random censoring

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