Inadmissibility of the empirical distribution function in continuous invariant problems
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Publication:582737
DOI10.1214/aos/1176347274zbMath0691.62012MaRDI QIDQ582737
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347274
empirical distribution; best invariant estimator; Cramér-von Mises loss; inadmissible; invariant decision problem; unknown continuous distribution
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
62C15: Admissibility in statistical decision theory
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