Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator

From MaRDI portal
Publication:3234947


DOI10.1214/aoms/1177728174zbMath0073.14603WikidataQ30050267 ScholiaQ30050267MaRDI QIDQ3234947

Jacob Wolfowitz, J. Kiefer, Aryeh Dvoretzky

Publication date: 1956

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177728174



Related Items

Quantile estimators and covering probabilities, How much do plug-in bandwidth selectors adapt to non-smoothness?, Asymptotically efficient non-parametric estimators of location and scale parameters. II, Asymptotic distributions of error density and distribution function estimators in nonparametric regression, Bootstrap approximation of nearest neighbor regression function estimates, Efficient estimation of the stationary distribution for exponentially ergodic Markov chains, Asymptotic theory for estimators under random censorship, Monotone empirical Bayes tests for some discrete nonexponential families, Methodology for the invariant estimation of a continuous distribution function, Rate of convergence in the central limit theorem in the space D[0,1], Consistency of a nonparametric estimation of a density functional, On the rate of convergence in the central limit theorem for signed rank statistics, The bootstrap: Some large sample theory and connections with robustness, Almost sure linearity for signed rank statistics in the non-i.i.d. case, Maximum likelihood estimation of a survival function under the Koziol- Green proportional hazards model, Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics, Nonparametric tests for the changepoint problem, Strong \(L_ 1\)-norm consistency of data based histogram estimates of densities, Detecting change in a random sequence, A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion, Asymptotic results in robust quasi-Bayesian estimation, Asymptotics of conditional empirical processes, A remark concerning strong uniform consistency of the conditional Kaplan- Meier estimator, Kernel density and hazard function estimation in the presence of censoring, Survival function estimation for a generalized proportional hazards model of random censorship, Strong uniform consistency of kernel probability density estimators based on sample moments, Strong consistency properties of nonparametric estimators for randomly censored data. I: The product-limit estimator, A note on linear expected time algorithms for finding convex hulls, Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process, Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications, Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate, Bounds for the uniform deviation of empirical measures, Bootstrap method and empirical process, On the local behaviour of the Yang regression estimate, Data-dependent bandwidth choice for a grade density kernel estimate, A uniform bound for the deviation of empirical distribution functions, On the recovery of discrete probability densities from imperfect measurements, Minimax invariant estimator of a continuous distribution function, Longitudinal data with nonstationary errors: A nonparametric three-stage approach, Two-dimensional Bernstein polynomial density estimators, Convergence of the conditional Kaplan-Meier estimate under strong mixing, Nonparametric curve estimation with Bernstein estimates, Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression, Bootstrap approximations for Bayesian analysis of \(Geo/G/1\) discrete-time queueing models., Approximations for weighted bootstrap processes with an application, Transfer of tail information in censored regression models, Edgeworth expansion of the Studentized product-limit estimator for truncated and censored data, The Glivenko-Cantelli theorem based on data with randomly imputed missing values, On moment inequalities of the supremum of empirical processes with applications to kernel estimation, Regression in random design and warped wavelets, On locally uniformly linearizable high breakdown location and scale functionals, Breakdown theory for bootstrap quantiles, Sequential confidence bands for densities under truncated and censored data, Nonparametric tests for the mean of a non-negative population, Large deviations for kernel-type empirical distributions., Consistency of error density and distribution function estimators in nonparametric regression., Distribution estimation for biased data, A universal result in almost sure central limit theory., Kac's representation from an asymptotic viewpoint, An almost sure representation of sample circular median, Estimation of a quantile in some nonstandard cases, A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators, A short and elementary proof of the main Bahadur-Kiefer theorem, Nonparametric and semiparametric estimation of the receiver operating characteristic curve, Minimum Kolmogorov distance estimates of parameters and parametrized distributions, Monotone empirical Bayes tests for a discrete normal distribution, Estimation of a probability density function and its derivatives, Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data, Relative hazard rate estimation for right censored and left truncated data, Marginal asymptotics for the ``large \(p\), small \(n\) paradigm: with applications to microarray data, Kernel shapes of fuzzy sets in fuzzy systems for function approximation, A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions, Sequential confidence bands for quantile densities under truncated and censored data, A comparative simulation study on the IFS distribution function estimator, Asymptotic properties of empirical processes from censored samples of random size, On the estimation of the asymptotic variance of the rank estimators for the location parameter from a sample of random size, Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles, Edgeworth expansion for the kaplan-meier estimato, Boundary bias correction in nonparametric density estimation, A Berry-Esséen Bound for the Product-Limit Estimator under Left-Truncation and Right-Censoring, On the asymptotic distribution of cramer-von mises one-sample test statistics under an alternative, L1-Consistency of the kernel density estimators based on randomly right censored data, Aplicacion de la suavizacion no parametrica del tipo «K-puntos proximos» a modelos de regresion lineal, On the Deviations of the Empiric Distribution Function of Vector Chance Variables, A Nonparametric bootstrapped estimate of the change-point, Berry-esseen bound for the kaplan-meier estimator, A note on proving that the (modified) bootstrap works, A nearest neighbor hazard tare estimator for randomly censored data, A note on L1consistent estimation, Strong approximations of some biometric estimates under random censorship, A LIL type result for the product limit estimator, Efficient robust estimates in parametric models, On a Berry-Esséen theorem for a Studentized jackknife L-estimate, Fluctuations of posterior distributions of quadratically differentiable experiments, On stopping times for fixed-width confidence regions, A general method of finding a minimax estimator of a distribution function when no equalizer rule is available, Asymptotically minimax estimation of concave and convex distribution functions, On asymptotic properties of an estimate of a functional of a probability density, Asymptotic minimax theorems for the sample distribution function, Nonparametric estimation of the survival function from censored data based on relative risk function, BIAS-CORRECTED CONFIDENCE INTERVALS FOR WILDLIFE ABUNDANCE ESTIMATION, LIMIT THEOREMS FOR ASYMPTOTICALLY MINIMAX ESTIMATION OF A DISTRIBUTION WITH INCREASING FAILURE RATE UNDER A RANDOM MIXED CENSORSHIP/TRUNCATION MODEL, Consistency of the beta kernel density function estimator, On the rate of convergence of an estimate of a functional of a probability density, On nonparametric kernel estimation of the mode of the regression function in the random design model, Changepoint Problems Under Random Censorship, Approximation for bootstrapped empirical processes, A general and fast convergent bandwidth selection method of kernel estimator, Optimal, fixed length, nonparametric sequential confidence limits for a translation parameter, Skorohod embedding of multivariate RV's, and the sample DF, Moments of the Product-Limit Estimator Under Left-Truncation and Right-Censoring, Semiparametric estimation in copula models, MU-estimation and smoothing, Statistical methods of estimation and testing of hypotheses. Transl. from the Russian