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January, 1980 A Note on Empirical Bayes Estimation of a Distribution Function Based on Censored Data
E. G. Phadia
Ann. Statist. 8(1): 226-229 (January, 1980). DOI: 10.1214/aos/1176344907

Abstract

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.

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E. G. Phadia. "A Note on Empirical Bayes Estimation of a Distribution Function Based on Censored Data." Ann. Statist. 8 (1) 226 - 229, January, 1980. https://doi.org/10.1214/aos/1176344907

Information

Published: January, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0422.62030
MathSciNet: MR557570
Digital Object Identifier: 10.1214/aos/1176344907

Subjects:
Primary: 62C99
Secondary: 62G05

Keywords: asymptotic optimality , Dirichlet process priors , empirical Bayes estimation , nonparametric estimation of a distribution function , right-censored observations

Rights: Copyright © 1980 Institute of Mathematical Statistics

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Vol.8 • No. 1 • January, 1980
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