A Cramer-Rao type inequality for estimating a hazard with censoring

Abstract : Two very active areas of statistical research are non-parametric function estimation and analysis of censored survival data. A minimax asymptotic rate of convergence for the estimation of a hazard is obtained, in the presence of random right censoring using the link between the Kullback–Leibler distance of two probabilities and a weighted Lp-type distance between their corresponding hazards.
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https://hal-descartes.archives-ouvertes.fr/hal-01445206
Contributeur : Catherine Huber <>
Soumis le : mardi 24 janvier 2017 - 16:19:28
Dernière modification le : jeudi 11 avril 2019 - 16:02:09

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  • HAL Id : hal-01445206, version 1

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Catherine Huber-Carol. A Cramer-Rao type inequality for estimating a hazard with censoring. 2017 Conference Lifetime Data Science on Precision Medicine and Risk Analysis with Lifetime Data, Mei-Cheng Wang, Johns Hopkins University, May 2017, Storrs CT, United States. ⟨hal-01445206⟩

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