Methodology for the invariant estimation of a continuous distribution function

DOI10.1007/BF00050665MaRDI QIDQ912524zbMATH OpenFDO

Authors Qiqing Yu

Publication date 1989

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Lebesgue measuredistribution estimationbest invariant estimatorweighted quadratic lossApproximation of estimatorsclass of invariant estimatorsfinite sample problemminimaxity of estimatorsnonrandomized estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 4092551 (Why is no real title available?)
• 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
• Inadmissibility of the empirical distribution function in continuous invariant problems
• Minimax estimation of a cumulative distribution function
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• The Asymptotic Inadmissibility of the Sample Distribution Function
• The admissibility of the empirical distribution function

Cited in

(11)

• scientific article; zbMATH DE number 2221118 (Why is no real title available?)
• On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions
• On invariant distribution function estimation for continuous-time stationary processes
• scientific article; zbMATH DE number 4007472 (Why is no real title available?)
• scientific article; zbMATH DE number 4022368 (Why is no real title available?)
• Minimax invariant estimator of a continuous distribution function
• Minimum risk invariant estimators of a continuous cumulative distribution function
• The best invariant estimator of a symmetric continuous distribution function
• Invariant U-statistics
• Invariant estimation of functions
• Estimation under invariant distributions

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