Groupe d’études et de recherche en analyse des décisions

# Lower Bounds for Estimating a Hazard

## Catherine Huber et Brenda MacGibbon

The minimax global asymptotic rate of convergence for the estimation of a hazard function in the presence of random right censoring is obtained using the link which relates the Kullback distance between two probability measures with an Lp-type distance between their corresponding hazards.

, 23 pages