On the Fisher information in randomly censored data

Gang Zheng and Joseph L. Gastwirth

Statistics & Probability Letters, 2001, vol. 52, issue 4, 421-426

Abstract: After expressing the Fisher information in randomly censored data in terms of hazard rates, we examine the loss of Fisher information under the Koziol-Green random censoring model. Because the same parameter enters both the survival and censoring distributions in this model, the censored data may contain more Fisher information than the uncensored data.

Keywords: Hazard; rate; Koziol-Green; model; Loss; of; Fisher; information (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(01)00025-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:52:y:2001:i:4:p:421-426

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().