Minimax invariant estimation of a continuous distribution function under entropy loss

DOI10.1007/S001840100152MaRDI QIDQ745351zbMATH OpenOpenAlexFDO

Authors L. Mohammadi, Willem van Zwet

Publication date 14 October 2015

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840100152

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Density estimation (62G07) Minimax procedures in statistical decision theory (62C20) Approximations to statistical distributions (nonasymptotic) (62E17)

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