Minimax estimation of a bivariate cumulative distribution function

DOI10.1007/S00184-019-00747-0MaRDI QIDQ2189751zbMATH OpenOpenAlexFDO

Authors Rafał Połoczański, Maciej Wilczyński

Publication date 16 June 2020

Published in Metrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

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)

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Cites work

• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Admissible and minimax estimation for the multinomial distribution and for k independent binomial distributions
• Minimax estimation of a cumulative distribution function
• Minimax estimation of a cumulative distribution function by converting to a parametric problem
• Minimax invariant estimation of a continuous distribution function under entropy loss
• Minimax invariant estimator of a continuous distribution function
• Minimax invariant estimator of a continuous distribution function under a general loss function
• Minimax invariant estimator of continuous distribution function under LINEX loss
• Minimaxity of the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss
• On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• Some Problems in Minimax Point Estimation

Cited in

(5)

• On the minimum and maximum of bivariate lognormal random variables
• scientific article; zbMATH DE number 3881658 (Why is no real title available?)
• Minimax estimation of a cumulative distribution function by converting to a parametric problem
• A variational approach to a cumulative distribution function estimation problem under stochastic ambiguity
• Minimax Prediction of the Empirical Distribution Function

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