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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

Abstract

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.

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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. https://doi.org/10.1214/aos/1176344249

Information

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

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

Subjects:
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

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Vol.6 • No. 4 • July, 1978
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