- Tytuł:
- Information inequalities for the minimax risk of sequential estimators (with applications)
- Autorzy:
-
Gajek, Lesław
Mizera-Florczak, B. - Powiązania:
- https://bibliotekanauki.pl/articles/1339084.pdf
- Data publikacji:
- 1998
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
odds ratio
information inequalities
censored data
minimax estimation
proportional hazard model - Opis:
- Information inequalities for the minimax risk of sequential estimators are derived in the case where the loss is measured by the squared error of estimation plus a linear functional of the number of observations. The results are applied to construct minimax sequential estimators of: the failure rate in an exponential model with censored data, the expected proportion of uncensored observations in the proportional hazards model, the odds ratio in a binomial distribution and the expectation of exponential type random variables.
- Źródło:
-
Applicationes Mathematicae; 1998-1999, 25, 1; 85-100
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł