Susarla and Van Ryzin exhibited an empirical Bayes estimator of a distribution function $F$ based on randomly right-censored observations. In a later paper they obtained a different estimator which alleviates the weaknesses of their earlier estimator and showed that it is asymptotically optimal with rate of convergence $n^{-1}$. The purpose of this note is to present a slightly different estimator which is simpler and is also asymptotically optimal with the same rate of convergence. Their numerical example is reworked to show that the estimator is a proper distribution function.
Publié le : 1980-01-14
Classification:
Empirical Bayes estimation,
right-censored observations,
Dirichlet process priors,
nonparametric estimation of a distribution function,
asymptotic optimality,
62C99,
62G05
@article{1176344907,
author = {Phadia, E. G.},
title = {A Note on Empirical Bayes Estimation of a Distribution Function Based on Censored Data},
journal = {Ann. Statist.},
volume = {8},
number = {1},
year = {1980},
pages = { 226-229},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344907}
}
Phadia, E. G. A Note on Empirical Bayes Estimation of a Distribution Function Based on Censored Data. Ann. Statist., Tome 8 (1980) no. 1, pp. 226-229. http://gdmltest.u-ga.fr/item/1176344907/