Open Access
Translator Disclaimer
July, 1978 Empirical Bayes Estimation of a Distribution (Survival) Function from Right Censored Observations
V. Susarla, J. Van Ryzin
Ann. Statist. 6(4): 740-754 (July, 1978). DOI: 10.1214/aos/1176344249


This paper provides an empirical Bayes approach to the problem of nonparametric estimation of a distribution (or survival) function when the observations are censored on the right. The results use the notion of a Dirichlet process prior introduced by Ferguson. The paper presents a generalization to the case of right censored observations of the rate result of an empirical Bayes nonparametric estimator of a distribution function of Korwar and Hollander in the uncensored case. The rate of asymptotic convergence of optimality is shown to be the best obtainable for the problem considered.


Download Citation

V. Susarla. J. Van Ryzin. "Empirical Bayes Estimation of a Distribution (Survival) Function from Right Censored Observations." Ann. Statist. 6 (4) 740 - 754, July, 1978.


Published: July, 1978
First available in Project Euclid: 12 April 2007

zbMATH: 0378.62006
MathSciNet: MR491549
Digital Object Identifier: 10.1214/aos/1176344249

Primary: 62C99
Secondary: 62G05

Keywords: Dirichlet process priors , empirical Bayes estimation , nonparametric estimation of a distribution (survival) function , right censored observations

Rights: Copyright © 1978 Institute of Mathematical Statistics


Vol.6 • No. 4 • July, 1978
Back to Top