On the second order minimax estimation of distribution functions

zbMath0853.62028MaRDI QIDQ1919750

B. Ya. Levit, Yuri K. Golubev

Publication date: 24 July 1996

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

zbMATH Keywords

empirical distributionexact asymptoticssmoothness propertieslinear smootherssecond order minimax estimatorssecond order minimax risks

Mathematics Subject Classification ID

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

Related Items (11)

Distribution estimation for biased data ⋮ Efficient prediction for linear and nonlinear autoregressive models ⋮ On the lower bound in second order estimation for Poisson processes: asymptotic efficiency ⋮ Adaptive estimation of and oracle inequalities for probability densities and characteristic functions ⋮ Deconvolution of supersmooth densities with smooth noise ⋮ The stochastic approximation method for estimation of a distribution function ⋮ Penalized maximum likelihood and semiparametric second-order efficiency ⋮ Noise level estimation in high-dimensional linear models ⋮ A comparative simulation study on the IFS distribution function estimator ⋮ Sharp adaptive drift estimation for ergodic diffusions: the multivariate case ⋮ Second order asymptotical efficiency for a Poisson process

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