Minimax Prediction of the Empirical Distribution Function

DOI10.1080/03610920802460779MaRDI QIDQ3391826zbMATH OpenOpenAlexFDO

Authors Alicja Jokiel-Rokita, Ryszard Magiera

Publication date 13 August 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802460779

zbMATH Keywords

Bayes estimatorempirical distribution functionminimax predictionnonparametric problemsurvival function

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Estimation in survival analysis and censored data (62N02)

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Cites work

• A Bayesian analysis of some nonparametric problems
• A complete class theorem for strict monotone likelihood ratio with applications
• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• scientific article; zbMATH DE number 3090557 (Why is no real title available?)
• Minimax estimation of a cumulative distribution function
• Minimax estimation of a cumulative distribution function by converting to a parametric problem
• Numerical Specification of Discrete Least Favorable Prior Distributions
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• Statistical decision theory and Bayesian analysis. 2nd ed
• The admissibility of the empirical distribution function
• The Asymptotic Inadmissibility of the Sample Distribution Function

Cited in

(4)

• Random function prediction and Stein's identity.
• Empirical minimization
• Minimax nonparametric prediction under random sample size
• Minimax nonparametric prediction

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