Minimax invariant estimator of a continuous distribution function under a general loss function

DOI10.1007/S00184-009-0239-2zbMath1189.62062OpenAlexW2041025368MaRDI QIDQ976956

Agnieszka Stȩpień-Baran

Publication date: 16 June 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0239-2

zbMATH Keywords

loss functionminimax estimatorcontinuous distribution functioninvariant estimationminimum risk invariant estimator

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20)

Related Items (3)

On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions ⋮ Minimax estimation of a bivariate cumulative distribution function ⋮ Best invariant and minimax estimation of quantiles in finite populations

Cites Work

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• Minimaxity of the empirical distribution function in invariant estimation
• Minimaxity of the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss
• Minimax invariant estimator of a continuous distribution function
• Minimax invariant estimator of continuous distribution function under LINEX loss
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

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