A note on the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss

DOI10.1023/A:1003154627756zbMATH Open0890.62002MaRDI QIDQ1370542FDOQ1370542

Authors: J. Ning 

Publication date: 16 July 1998

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

minimaxitybest invariant estimatorKolmogorov-Smirnov lossorder statistics from uniform distributions

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Minimax procedures in statistical decision theory (62C20)

Cited In (3)

• Minimax invariant estimator of a continuous distribution function under a general loss function
• Admissibility of the best invariant estimator of a distribution function under the kolmogorov-smirnov loss
• Best invariant estimation of a distribution function under the Kolmogorov-Smirnov loss function

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