Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution Function
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Publication:3064075
DOI10.1080/03610920903259815zbMath1202.62046OpenAlexW2136301425MaRDI QIDQ3064075
Ryszard Magiera, Alicja Jokiel-Rokita
Publication date: 20 December 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903259815
Density estimation (62G07) Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10)
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Cites Work
- Inadmissibility of the empirical distribution function in continuous invariant problems
- Minimax estimation of a cumulative distribution function by converting to a parametric problem
- Minimax invariant estimation of a continuous distribution function under entropy loss
- Methodology for the invariant estimation of a continuous distribution function
- The admissibility of the empirical distribution function
- Minimaxity of the empirical distribution function in invariant estimation
- Minimax invariant estimator of a continuous distribution function
- Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs
- Minimax estimation of a cumulative distribution function
- Minimax invariant estimator of continuous distribution function under LINEX loss
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
- The Asymptotic Inadmissibility of the Sample Distribution Function
- Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
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