This paper provides an empirical Bayes approach to the problem of nonparametric estimation of a distribution (or survival) function when the observations are censored on the right. The results use the notion of a Dirichlet process prior introduced by Ferguson. The paper presents a generalization to the case of right censored observations of the rate result of an empirical Bayes nonparametric estimator of a distribution function of Korwar and Hollander in the uncensored case. The rate of asymptotic convergence of optimality is shown to be the best obtainable for the problem considered.
Publié le : 1978-07-14
Classification:
Empirical Bayes estimation,
nonparametric estimation of a distribution (survival) function,
Dirichlet process priors,
right censored observations,
62C99,
62G05
@article{1176344249,
author = {Susarla, V. and Ryzin, J. Van},
title = {Empirical Bayes Estimation of a Distribution (Survival) Function from Right Censored Observations},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 740-754},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344249}
}
Susarla, V.; Ryzin, J. Van. Empirical Bayes Estimation of a Distribution (Survival) Function from Right Censored Observations. Ann. Statist., Tome 6 (1978) no. 1, pp. 740-754. http://gdmltest.u-ga.fr/item/1176344249/