Empirical Bayesian Estimation in the Model of Competing Risks


Cite item

Full Text

Open Access Open Access
Restricted Access Access granted
Restricted Access Subscription Access

Abstract

We study empirical semi-parametric Bayesian estimates of exponential functionals in the model of competing risks. For these estimates we establish the properties of the uniform strong consistency and iterated logarithm type laws.

About the authors

A. A. Abdushukurov

National University of Uzbekistan named after Mirzo Ulugbek

Author for correspondence.
Email: a_abdushukurov@rambler.ru
Uzbekistan, Tashkent

A. L. Muminov

National University of Uzbekistan named after Mirzo Ulugbek

Email: a_abdushukurov@rambler.ru
Uzbekistan, Tashkent


Copyright (c) 2017 Springer Science+Business Media, LLC

This website uses cookies

You consent to our cookies if you continue to use our website.

About Cookies