摘要:

We initiate a nonparametric large sample estimation theory of total time on test transforms and LORENZ curves under random censorship from the right. We introduce appropriate functional estimators for these functions based on teh product-limit estimator and its quantile function and develop strong uniform consistency results and weak convergence theorems in the form of weak approximations by sequences of appropriate copies of the limiting GAUSSian processes. Our main technical tools are the CHIBISOV-O'REILLY theorems for the uniform product-limit and product-limit quantile processes which we establish here. These are of independent interest.

ISSN:0233-1888    

DOI:10.1080/02331888708801993

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

N.M. Van dijk: Controlled Markov Processes: time-diseretization. Mathematisch Centrum,Amsterdam 1984, 166 S., Dfl. 23.80.

ISSN:0233-1888    

DOI:10.1080/02331888708801994

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

Suppose a decision problem is invariant under the action of a group. We prove some general results on the essential completeness of the nonrandomized equivariant decision rules in the set of all equivariant rules under convexity conditions for possibily infinite dimensional decision spaces and on the risk-equivalence of both sets in a LYAPUNOV type setting. Furthermore, HUNT-STEIN type theorems on the existence of equivariant A-minimax rules are derived.

ISSN:0233-1888    

DOI:10.1080/02331888708801995

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

F. Wille: Humor in der Mathematik. Vendenhoeek & Ruprecht, Göttingen 1984, 126 S., DM 19.80.

ISSN:0233-1888    

DOI:10.1080/02331888708801996

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

In this paper we are concerned with a class of simple point processes, whose unobservable stochastic intensity is a shot-noise process. We derive a stochastic equation for the conditional moment generating function of the intensity, which can be solved in a recursive way. This yields explicit expression for the minimum variance estimate of the intensity as well as the likelihood ration with respect to the reference measure, on the basis of point process observations.

ISSN:0233-1888    

DOI:10.1080/02331888708801997

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

This paper considers a class of almost unbiased estimators for the ratio of population means of two characters

ISSN:0233-1888    

DOI:10.1080/02331888708801998

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

W. Uhimann: Statistische Oualitätskontrolle. Eine Einführung. 2., überarbeitete underweiterte Auflage. Verlag B.G. Teubner, Stuttgart 1982, 292 S., DM 38.-.

ISSN:0233-1888    

DOI:10.1080/02331888708801999

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

We characterize the projection of a probability measure w.r.t. divergence type distances on a class of distributions determind by inequality constraints. We discuss in more detail the KULLBACK-LEIBLER- and the distances.

ISSN:0233-1888    

DOI:10.1080/02331888708802000

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

R. Hettich, P. Zencke: Numerische Methoden der Approximation und semi-infiniten Optimierung.Teubner-Studienbücher Mathematik, Stuttgart 1982, 232 S., DM 24.80.

ISSN:0233-1888    

DOI:10.1080/02331888708802001

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

A sequence of univariate or multivariate independent random variables is considered and the problem of estimating their central moments and covariances, is examined. The estimators are based on previous observations and on the assumption that the quantities to be estimated follow unknown trends of a specified form. Convergence in quadratic mean is proved and the corresponding rate of convergence is evaluated. The results obtained are used in order to propose a dymanic method of moments for a time-dependent population.

ISSN:0233-1888    

DOI:10.1080/02331888708802002

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor