Minimax estimation of a bivariate cumulative distribution function

DOI10.1007/S00184-019-00747-0zbMATH Open1447.62065OpenAlexW2975299078MaRDI QIDQ2189751FDOQ2189751

Authors: Rafał Połoczański, Maciej Wilczyński 

Publication date: 16 June 2020

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-019-00747-0

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zbMATH Keywords

cumulative distribution functionloss functionminimax estimation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• Minimaxity of the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss
• Minimax invariant estimator of a continuous distribution function under a general loss function
• Minimax estimation of a cumulative distribution function
• Minimax invariant estimator of continuous distribution function under LINEX loss
• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Some Problems in Minimax Point Estimation
• Minimax estimation of a cumulative distribution function by converting to a parametric problem
• Minimax invariant estimation of a continuous distribution function under entropy loss
• Admissible and minimax estimation for the multinomial distribution and for k independent binomial distributions
• Minimax invariant estimator of a continuous distribution function
• On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions

Cited In (4)

• On the minimum and maximum of bivariate lognormal random variables
• Title not available (Why is that?)
• Minimax estimation of a cumulative distribution function by converting to a parametric problem
• Minimax Prediction of the Empirical Distribution Function

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