Inadmissibility of the empirical distribution function in continuous invariant problems

DOI10.1214/AOS/1176347274MaRDI QIDQ582737zbMATH OpenOpenAlexFDO

Authors Qiqing Yu

Publication date 1989

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

Full work available at URL https://doi.org/10.1214/aos/1176347274

zbMATH Keywords

empirical distributionbest invariant estimator[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Cram%EF%BF%BD%EF%BF%BDr-von+Mises+loss&go=Go Cram��r-von Mises loss]inadmissibleinvariant decision problemunknown continuous distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Admissibility in statistical decision theory (62C15)

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Cited in

(14)

• Methodology for the invariant estimation of a continuous distribution function
• Admissibility of the empirical distribution function in discrete nonparametric invariant problems
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• Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs
• Minimax invariant estimator of a continuous distribution function
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• Minimax estimation of a variance
• Minimum risk invariant estimators of a continuous cumulative distribution function
• The admissibility of the empirical distribution function
• A general theorem on decision theory for nonnegative functionals: With applications
• Admissibility of the best invariant estimator of a distribution function under the kolmogorov-smirnov loss
• A note on estimation of a distribution function in a nonparametric set-up using Stein's shrinkage estimation technique
• Minimax invariant estimator of a continuous distribution function under a general loss function

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