A general method of finding a minimax estimator of a distribution function when no equalizer rule is available

DOI10.2307/3315315MaRDI QIDQ4024615zbMATH OpenOpenAlexFDO

Authors Qiqing Yu

Publication date 4 February 1993

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315315

zbMATH Keywords

empirical distributionequalizer ruleminimax binomial parametric problemsminimax estimatorsNP problemorder statistics

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Nonparametric estimation (62G05)

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Cites work

• 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
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• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• Minimax estimation of a cumulative distribution function
• Minimaxity and admissibility of the product limit estimator
• Minimaxity of the empirical distribution function in invariant estimation
• On the Admissible Estimators for Certain Fixed Sample Binomial Problems
• The admissibility of the empirical distribution function
• The Theory of Decision Procedures for Distributions with Monotone Likelihood Ratio

Cited in

(9)

• Minimax rules under zero-one loss for a restricted location parameter
• Locally asymptotic minimax estimation of a functional of an unknown distribution
• A problem of minimax estimation with directional information
• Minimax estimation of a bivariate cumulative distribution function
• Minimum risk invariant estimators of a continuous cumulative distribution function
• scientific article; zbMATH DE number 3881658 (Why is no real title available?)
• Minimax Prediction of the Empirical Distribution Function
• scientific article; zbMATH DE number 224173 (Why is no real title available?)
• Minimax estimation of a cumulative distribution function by converting to a parametric problem

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