# Information inequalities for the minimax risk of sequential estimators (with applications)

Lesław Gajek; B. Mizera-Florczak

Applicationes Mathematicae (1998)

- Volume: 25, Issue: 1, page 85-100
- ISSN: 1233-7234

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topGajek, Lesław, and Mizera-Florczak, B.. "Information inequalities for the minimax risk of sequential estimators (with applications)." Applicationes Mathematicae 25.1 (1998): 85-100. <http://eudml.org/doc/219196>.

@article{Gajek1998,

abstract = {Information inequalities for the minimax risk of sequential estimators are derived in the case where the loss is measured by the squared error of estimation plus a linear functional of the number of observations. The results are applied to construct minimax sequential estimators of: the failure rate in an exponential model with censored data, the expected proportion of uncensored observations in the proportional hazards model, the odds ratio in a binomial distribution and the expectation of exponential type random variables.},

author = {Gajek, Lesław, Mizera-Florczak, B.},

journal = {Applicationes Mathematicae},

keywords = {odds ratio; information inequalities; censored data; minimax estimation; proportional hazard model; proportional hazards model},

language = {eng},

number = {1},

pages = {85-100},

title = {Information inequalities for the minimax risk of sequential estimators (with applications)},

url = {http://eudml.org/doc/219196},

volume = {25},

year = {1998},

}

TY - JOUR

AU - Gajek, Lesław

AU - Mizera-Florczak, B.

TI - Information inequalities for the minimax risk of sequential estimators (with applications)

JO - Applicationes Mathematicae

PY - 1998

VL - 25

IS - 1

SP - 85

EP - 100

AB - Information inequalities for the minimax risk of sequential estimators are derived in the case where the loss is measured by the squared error of estimation plus a linear functional of the number of observations. The results are applied to construct minimax sequential estimators of: the failure rate in an exponential model with censored data, the expected proportion of uncensored observations in the proportional hazards model, the odds ratio in a binomial distribution and the expectation of exponential type random variables.

LA - eng

KW - odds ratio; information inequalities; censored data; minimax estimation; proportional hazard model; proportional hazards model

UR - http://eudml.org/doc/219196

ER -

## References

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