Remarks on Cramer-Rao type integral inequalities for randomly censored data

Abstract

Cramer-Rao type integral inequalities for the integrated risk, for estimators for parameters based on ramdomly censored data, are derived.As applications, lower bounds for the locally asymptotic minimax risk for estimators of parameters in the exponential and Weibull case for the proportional hazard model, are obtained and locally minimax estimators of the relevant parameters are identified.

Identifiers

DOI

10.1214/lnms/1215452219

Citations and references