Uniform Strong Consistent Estimation of an Ifra Distribution Function

J. Rojo and F. J. Samaniego

Journal of Multivariate Analysis, 1994, vol. 49, issue 1, 150-163

Abstract: Let 1n be an estimator of an IFRA survival function 1 and let A be such that 0 = 2, and k = 2 if and only if A is the median of F. As a consequence, if 1n represents the empirical survival function, or the Kaplan-Meier estimator, the estimator 1n inherits the strong and uniform convergence properties, as well as the optimal rates of convergence of the empirical survival function and Kaplan-Meier estimator respectively. Simulations show a substantial improvement in mean-squared error when comparing 1n to those IFRA estimators available in the literature. Under suitable conditions, asymptotic confidence intervals for 1(t0) are also provided.

Date: 1994
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