On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions

DOI10.1002/cjs.11217zbMath1297.62021arXiv1308.1815OpenAlexW2963115616MaRDI QIDQ2925557

Alexandre Leblanc, Éric Marchand, Mohammad Jafari Jozani

Publication date: 16 October 2014

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.1815

zbMATH Keywords

minimaxinadmissibilitynonparametric estimationcumulative distribution functionrisk functionbest invariant estimatorbalanced lossintegrated lossmaxima-nomination samplingmedian-nomination samplingstrict bowl-shaped loss

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Related Items (7)

A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function ⋮ Minimax estimation of a bivariate cumulative distribution function ⋮ E-Bayesian estimations for the cumulative hazard rate and mean residual life based on exponential distribution and record data ⋮ On shrinkage estimation of a spherically symmetric distribution for balanced loss functions ⋮ On shrinkage estimation for balanced loss functions ⋮ Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility ⋮ Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss

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