Minimax invariant estimator of a continuous distribution function
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Publication:1260727
DOI10.1007/BF00053401zbMath0784.62006OpenAlexW2027818858MaRDI QIDQ1260727
Publication date: 25 August 1993
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00053401
Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)
Related Items
On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions, Minimax estimation of a bivariate cumulative distribution function, Minimax invariant estimator of continuous distribution function under LINEX loss, Minimax invariant estimator of a continuous distribution function under a general loss function, Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution Function
Cites Work
- Inadmissibility of the empirical distribution function in continuous invariant problems
- Methodology for the invariant estimation of a continuous distribution function
- The admissibility of the empirical distribution function
- Minimaxity of the empirical distribution function in invariant estimation
- Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
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