Minimax invariant estimator of continuous distribution function under LINEX loss

DOI10.1007/S11424-007-9010-9MaRDI QIDQ2461340zbMATH OpenOpenAlexFDO

Authors Minyu Xie, Jian-Hui Ning

Publication date 27 November 2007

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-007-9010-9

zbMATH Keywords

nonparametric estimationLINEX loss functioninvariant estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• A note on almost unbiased generalized ridge regression estimator under asymmetric loss
• Admissible estimation for finite population under the Linex loss function
• An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Generalized ridge regression estimators under the LINEX loss function
• Local asymptotic minimax risk bounds for asymmetric loss functions
• Minimax and -minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
• Minimax invariant estimator of a continuous distribution function
• Minimaxity of the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss
• Minimaxity of the empirical distribution function in invariant estimation
• On the admissibility of an estimator of a normal mean vector under a LINEX loss function
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

Cited in

(9)

• Minimax invariant estimator of a continuous distribution function under a general loss function
• Minimax invariant estimator of a continuous distribution function
• On the minimaxity of pitman type estimator under a linex loss function
• Minimax invariant estimation of a continuous distribution function under entropy loss
• Minimum risk invariant estimators of a continuous cumulative distribution function
• On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions
• scientific article; zbMATH DE number 6002483 (Why is no real title available?)
• Minimax estimation of a bivariate cumulative distribution function
• Methodology for the invariant estimation of a continuous distribution function

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