Minimax estimation of a cumulative distribution function

DOI10.1214/AOS/1176342563MaRDI QIDQ1847120zbMATH OpenOpenAlexFDO

Authors Eswar G. Phadia

Publication date 1973

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

Full work available at URL https://doi.org/10.1214/aos/1176342563

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistical decision theory (62C99)

Cited in

(13)

• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
• A modified kolmogorov-smirnov type goodness of fit test
• Admissibility of the empirical distribution function in discrete nonparametric invariant problems
• Minimax estimation of a cumulative distribution function by converting to a parametric problem
• Minimum risk invariant estimators of a continuous cumulative distribution function
• Minimax estimation of a variance
• On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions
• Minimax Prediction of the Empirical Distribution Function
• Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions
• Minimax estimation of a bivariate cumulative distribution function
• Minimaxity and admissibility of the product limit estimator
• Methodology for the invariant estimation of a continuous distribution function

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