Displaying similar documents to “On some length biased inequalities for reliability measures.”

Stein estimation for infinitely divisible laws

R. Averkamp, C. Houdré (2006)

ESAIM: Probability and Statistics

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Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.

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

Lesław Gajek, B. Mizera-Florczak (1998)

Applicationes Mathematicae

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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...