Research will be conducted on statistical nonparametric estimation problems about survival functions and distribution functions. Minimax estimators will be obtained for a range of loss functions for an unknown survival function in the presence of right-censored data. The loss functions include Cramer-von Mises type loss functions whose weights are Beta densities. The admissibility of the best invariant estimator of a distribution function will be examined under a similar class of loss functions. Corresponding questions will be examined for the case of Kolmogorov-Smirnov loss functions.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
9001194
Program Officer
Sallie Keller-McNulty
Project Start
Project End
Budget Start
1990-07-15
Budget End
1992-06-30
Support Year
Fiscal Year
1990
Total Cost
$33,214
Indirect Cost
Name
State University New York Stony Brook
Department
Type
DUNS #
City
Stony Brook
State
NY
Country
United States
Zip Code
11794