Asymptotic minimax theorems for the sample distribution function
From MaRDI portal
Cites work
- Abstract Wiener processes and their reproducing Kernel Hilbert spaces
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Asymptotically minimax estimation of concave and convex distribution functions
- Convergence of estimates under dimensionality restrictions
- Curve Estimates
- Equivalence and perpendicularity of Gaussian processes
- Estimating a distribution function
- Gaussian measures in Banach spaces
- scientific article; zbMATH DE number 3135388 (Why is no real title available?)
- scientific article; zbMATH DE number 3480903 (Why is no real title available?)
- scientific article; zbMATH DE number 3441440 (Why is no real title available?)
- scientific article; zbMATH DE number 3426635 (Why is no real title available?)
- scientific article; zbMATH DE number 3220706 (Why is no real title available?)
- scientific article; zbMATH DE number 3258670 (Why is no real title available?)
- scientific article; zbMATH DE number 3299219 (Why is no real title available?)
- scientific article; zbMATH DE number 3390139 (Why is no real title available?)
- Large-Sample Theory: Parametric Case
- On seminorms and probabilities, and abstract Wiener spaces
- Rank Spectral Processes and Tests for Serial Dependence
- Sufficiency and Approximate Sufficiency
Cited in
(24)- A characterization of limiting distributions of estimators in an autoregressive process
- Optimal local Gaussian approximation of an exponential family
- Estimators of a distribution function with increasing failure rate average
- Large deviations and estimation in infinite-dimensional models
- Asymptotic theorems for estimating the distribution function under random truncation
- Asymptotic equivalence of density estimation and Gaussian white noise
- Local asymptotic normality for autoregression with infinite order
- The statistical work of Lucien Le Cam.
- Lower bounds for the asymptotic minimax risk with spherical data
- Distribution estimation for biased data
- Stein 1956: Efficient nonparametric testing and estimation
- A comparative simulation study on the IFS distribution function estimator
- Non-parametric applications of an infinite dimensional convolution theorem
- A General Approach to the Optimality of Minimum Distance Estimators
- Efficient robust estimates in parametric models
- Robust estimation via minimum distance methods
- LIMIT THEOREMS FOR ASYMPTOTICALLY MINIMAX ESTIMATION OF A DISTRIBUTION WITH INCREASING FAILURE RATE UNDER A RANDOM MIXED CENSORSHIP/TRUNCATION MODEL
- Asymptotic linearity of minimax estimators
- Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion process
- Efficiency bounds for semiparametric models with singular score functions
- Efficiency of the maximum partial likelihood estimator for nested case control sampling
- An asymptotic minimax risk bound for estimation of a linear functional relationship
- Efficient estimation of the stationary distribution for exponentially ergodic Markov chains
- Asymptotic minimax estimation in semiparametric models
This page was built for publication: Asymptotic minimax theorems for the sample distribution function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4167905)
