Minimum risk invariant estimators of a continuous cumulative distribution function

DOI10.1080/03610920903259815MaRDI QIDQ3064075zbMATHOpenAlexFDO

Authors Alicja Jokiel-Rokita, Ryszard Magiera

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

zbMATH Keywords

Bayes estimatorinvariant estimationintegrated precautionary lossnonparametric problem

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Bayesian problems; characterization of Bayes procedures (62C10)

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Cites work

• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Inadmissibility of the empirical distribution function in continuous invariant problems
• Methodology for the invariant estimation of a continuous distribution function
• 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 continuous distribution function under LINEX loss
• Minimaxity of the empirical distribution function in invariant estimation
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• The Asymptotic Inadmissibility of the Sample Distribution Function
• The admissibility of the empirical distribution function

Cited in

(1)

• Optimal rules and robust Bayes estimation of a gamma scale parameter

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