Estimation of a symmetric distribution (Q1077102)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a symmetric distribution |
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Estimation of a symmetric distribution (English)
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1985
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The main result of this paper establishes the fact, that for a sequence \(X_ 1,...,X_ n\) of i.i.d. random variables with d.f. \(F(x)=F_ 0(x- \theta)\), \(F_ 0\) being symmetric at zero, the empirical d.f. symmetrized at some appropriate estimate of \(\theta\) is asymptotically minimax-efficient for F.
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empirical distribution function
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symmetric distribution functions
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Gaussian experiments
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asymptotically minimax estimators
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location
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