Fisher information in censored data

Yanhua Wang; Shuyuan He

doi:10.1016/j.spl.2004.11.026

Fisher information in censored data

Yanhua Wang^*, Shuyuan He

^*Corresponding author for this work

Peking University

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

Abstract

As a mixture of type I and type II censoring, (n, r, T) censoring is another important censoring model, which includes type I and type II censoring as its special cases. This paper establishes Fisher information formulae for (n, r, T) censored data. The formulae are given in terms of both distribution and hazard rate functions. The limits of the Fisher information formulae are also derived.

Original language	English
Pages (from-to)	199-206
Number of pages	8
Journal	Statistics and Probability Letters
Volume	73
Issue number	2
DOIs	https://doi.org/10.1016/j.spl.2004.11.026
Publication status	Published - 15 Jun 2005
Externally published	Yes

Keywords

(n,R,T) censored data
Fisher information

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10.1016/j.spl.2004.11.026

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abstract = "As a mixture of type I and type II censoring, (n, r, T) censoring is another important censoring model, which includes type I and type II censoring as its special cases. This paper establishes Fisher information formulae for (n, r, T) censored data. The formulae are given in terms of both distribution and hazard rate functions. The limits of the Fisher information formulae are also derived.",

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AU - Wang, Yanhua

AU - He, Shuyuan

PY - 2005/6/15

Y1 - 2005/6/15

N2 - As a mixture of type I and type II censoring, (n, r, T) censoring is another important censoring model, which includes type I and type II censoring as its special cases. This paper establishes Fisher information formulae for (n, r, T) censored data. The formulae are given in terms of both distribution and hazard rate functions. The limits of the Fisher information formulae are also derived.

AB - As a mixture of type I and type II censoring, (n, r, T) censoring is another important censoring model, which includes type I and type II censoring as its special cases. This paper establishes Fisher information formulae for (n, r, T) censored data. The formulae are given in terms of both distribution and hazard rate functions. The limits of the Fisher information formulae are also derived.

KW - (n,R,T) censored data

KW - Fisher information

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DO - 10.1016/j.spl.2004.11.026

M3 - Article

AN - SCOPUS:20444444335

SN - 0167-7152

VL - 73

SP - 199

EP - 206

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 2

ER -

Fisher information in censored data

Abstract

Keywords

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