Asymptotic minimax theorems for the sample distribution function
From MaRDI portal
Publication:4167905
DOI10.1007/BF00537522zbMath0387.62029MaRDI QIDQ4167905
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Statistical decision theory (62C99)
Related Items
A characterization of limiting distributions of estimators in an autoregressive process, Distribution estimation for biased data, Optimal local Gaussian approximation of an exponential family, Asymptotic equivalence of density estimation and Gaussian white noise, Estimators of a distribution function with increasing failure rate average, Large deviations and estimation in infinite-dimensional models, Asymptotic theorems for estimating the distribution function under random truncation, Efficiency of the maximum partial likelihood estimator for nested case control sampling, A General Approach to the Optimality of Minimum Distance Estimators, Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process, Asymptotic linearity of minimax estimators, Efficient robust estimates in parametric models, LIMIT THEOREMS FOR ASYMPTOTICALLY MINIMAX ESTIMATION OF A DISTRIBUTION WITH INCREASING FAILURE RATE UNDER A RANDOM MIXED CENSORSHIP/TRUNCATION MODEL, Stein 1956: Efficient nonparametric testing and estimation, Local asymptotic normality for autoregression with infinite order, Robust estimation via minimum distance methods, A comparative simulation study on the IFS distribution function estimator, The statistical work of Lucien Le Cam., An asymptotic minimax risk bound for estimation of a linear functional relationship, Efficiency bounds for semiparametric models with singular score functions, Efficient estimation of the stationary distribution for exponentially ergodic Markov chains, Non-parametric applications of an infinite dimensional convolution theorem, Asymptotic minimax estimation in semiparametric models, Lower bounds for the asymptotic minimax risk with spherical data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Equivalence and perpendicularity of Gaussian processes
- Gaussian measures in Banach spaces
- Estimating a distribution function
- On seminorms and probabilities, and abstract Wiener spaces
- Convergence of estimates under dimensionality restrictions
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Large-Sample Theory: Parametric Case
- Asymptotically minimax estimation of concave and convex distribution functions
- Sufficiency and Approximate Sufficiency
- Abstract Wiener processes and their reproducing Kernel Hilbert spaces
- Curve Estimates
- Rank Spectral Processes and Tests for Serial Dependence