Minimaxity of the empirical distribution function in invariant estimation

DOI10.1214/aos/1176348129zbMath0739.62011OpenAlexW2092829808MaRDI QIDQ1175391

Mo-Suk Chow, Qi Qing Yu

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348129

zbMATH Keywords

order statisticsEgoroff's theoremBaire category theoremproduct measuremonotone transformationsbest invariant estimatorCramér-von Mises lossfinite sample size invariant decision problemminimaxity of the empirical distributionminimaxity within a class

Mathematics Subject Classification ID

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

Related Items (12)

Admissibility of the best invariant estimator of a distribution function under the kolmogorov-smirnov loss ⋮ On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions ⋮ A general method of finding a minimax estimator of a distribution function when no equalizer rule is available ⋮ Influence of Censorship on the Minimax Risk of Decision Procedures ⋮ Minimax invariant estimator of continuous distribution function under LINEX loss ⋮ Best invariant and minimax estimation of quantiles in finite populations ⋮ Minimax invariant estimator of a continuous distribution function under a general loss function ⋮ Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution Function ⋮ On stochastic orders of absolute value of order statistics in symmetric distributions ⋮ Minimax invariant estimator of a continuous distribution function ⋮ A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique ⋮ Admissibility of the empirical distribution function in discrete nonparametric invariant problems

This page was built for publication: Minimaxity of the empirical distribution function in invariant estimation