Abstract
One obtains lower bounds for the variance of the estimates of an unknown scalar parameter from censored observations, when the distribution of the censoring random variable also depends on the unknown parameter. One obtains conditions for the attainment of these bounds.
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Translated from Veroyatnostnye Raspredeleniya i Matematicheskaya Statistika, pp. 20–40, 1986.
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Abdushukurov, A.A., Kim, L.V. Lower Cramer-Rao and Bhattacharyya bounds for randomly censored observations. J Math Sci 38, 2171–2185 (1987). https://doi.org/10.1007/BF01093818
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DOI: https://doi.org/10.1007/BF01093818