Cramer-Rao Lower Bounds For Estimators Based On Censored Data
Abstract
The Cramer-Rao lower bounds for the variances of unbiased estimators based on censored data are given. Useful techniques of evaluation are then derived for these lower bounds. Examples are given to illustrate these techniques. Small-sample comparisons are made between the resulting lower bounds, the variances of the best linear unbiased estimators, and the variances of unbiased estimators which are based on the maximum likelihood estimators. © 1980, Taylor & Francis Group, LLC. All rights reserved.
Recommended Citation
J. Wyckoff and M. Engelhardt, "Cramer-Rao Lower Bounds For Estimators Based On Censored Data," Communications in Statistics - Theory and Methods, vol. 9, no. 13, pp. 1385 - 1399, Taylor and Francis Group; Taylor and Francis, Jan 1980.
The definitive version is available at https://doi.org/10.1080/03610928008827967
Department(s)
Geosciences and Geological and Petroleum Engineering
Keywords and Phrases
censored sampling; Cramer-Rao lower bound; nuisance parameters
International Standard Serial Number (ISSN)
1532-415X; 0361-0926
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Taylor and Francis Group; Taylor and Francis, All rights reserved.
Publication Date
01 Jan 1980
