Minimax invariant estimator of continuous distribution function under LINEX loss

DOI10.1007/s11424-007-9010-9zbMath1281.62051OpenAlexW2045096965MaRDI QIDQ2461340

Minyu Xie, Jian-Hui Ning

Publication date: 27 November 2007

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-007-9010-9

zbMATH Keywords

LINEX loss functionnonparametric estimationinvariant estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions ⋮ Minimax estimation of a bivariate cumulative distribution function ⋮ Minimax invariant estimator of a continuous distribution function under a general loss function ⋮ Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution Function

Cites Work

• An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
• Minimaxity of the empirical distribution function in invariant estimation
• Minimaxity of the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss
• Minimax invariant estimator of a continuous distribution function
• Local asymptotic minimax risk bounds for asymmetric loss functions
• Admissible estimation for finite population under the Linex loss function
• Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
• On the admissibility of an estimator of a normal mean vector under a LINEX loss function
• Generalized ridge regression estimators under the LINEX loss function
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• A note on almost unbiased generalized ridge regression estimator under asymmetric loss
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

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