Skip to Main content Skip to Navigation
Conference papers

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

Catherine Huber-Carol 1
1 MAP5 - UMR 8145 - Mathématiques Appliquées Paris 5
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.
Keywords : Censoring estimation hazard rate lower bounds.
Document type :
Conference papers
Complete list of metadata
https://hal-univ-paris.archives-ouvertes.fr/hal-01445206
Contributor : Catherine Huber <>
Submitted on : Tuesday, January 24, 2017 - 4:19:28 PM
Last modification on : Thursday, October 1, 2020 - 9:46:45 AM

Identifiers

  • HAL Id : hal-01445206, version 1

Collections

UNIV-PARIS5 | CNRS | INSMI | MAP5 | USPC | UNIV-PARIS | UP-SCIENCES

Citation

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⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

132