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)

Full work available at URL https://doi.org/10.1007/BF00050665

zbMATH Keywords

Approximation of estimatorsbest invariant estimatorclass of invariant estimatorsdistribution estimationfinite sample problemLebesgue measureminimaxity of estimatorsnonrandomized estimatorweighted quadratic loss

Mathematics Subject Classification ID

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

Review text

Invariant estimation of a continuous distribution function with the weighted quadratic loss function and a sample of a fixed size is considered. Let N be the class of invariant estimators. Imposing some additional conditions on estimators, a sequence of more general invariance problems with classes \(U_ m\), \(m=1,2,..\). of invariant estimators is defined. Approximation of estimators from N by estimators from \(U_ m\) is established. Results like ``d is admissible in N iff it is admissible in \(U_ 1\) are presented. The problem of minimaxity of estimators is discussed.

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Cites work

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Cited in

(11)

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

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