ASYMPTOTIC PROPERTIES OF ISOTONIC ESTIMATORS FOR THE GENERALIZED FAILURE RATE FUNCTION. PART II. ASYMPTOTIC DISTRIBUTIONS.
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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A general class of isotonized fixed and random window estimators are proposed and studied. These include the maximum likelihood estimators MLEs studied by Grenander 1956, Marshall and Proschan 1965, and Prakasa Rao 1966. By appropriate choice of the window size, we improve, asymptotically, on the MLE. For wide windows the isotonic estimators are shown to have, asymptotically, normal distributions. This is not true for the maximum likelihood estimators. Author
- Operations Research