On the second order minimax estimation of distribution functions

MaRDI QIDQ1919750zbMATH OpenFDO

Authors B. Ya. Levit, Yu. Golubev

Publication date 24 July 1996

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

empirical distributionexact asymptoticslinear smootherssecond order minimax estimatorssecond order minimax riskssmoothness properties

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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Cited in

(22)

• Second order asymptotic optimality of estimators for a density with finite cusps
• Distribution function estimation: Adaptive smoothing
• Second order efficient estimating a smooth distribution function and its applications
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• The stochastic approximation method for estimation of a distribution function
• Noise level estimation in high-dimensional linear models
• Sharp adaptive drift estimation for ergodic diffusions: the multivariate case
• Penalized maximum likelihood and semiparametric second-order efficiency
• Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter
• A comparative simulation study on the IFS distribution function estimator
• Second order asymptotical efficiency for a Poisson process
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• Deconvolution of supersmooth densities with smooth noise
• Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance
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• Second-order minimax estimation of the mean value for exponential dispersion models
• Efficient prediction for linear and nonlinear autoregressive models
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
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