Minimax estimation of a cumulative distribution function by converting to a parametric problem

DOI10.1007/S00184-006-0094-3zbMATH Open1433.62098OpenAlexW2051998492MaRDI QIDQ745320FDOQ745320

Authors: Alicja Jokiel-Rokita, Ryszard Magiera 

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0094-3

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zbMATH Keywords

binomial distributionnonparametric estimationcumulative distribution functionloss functionminimax estimation

Mathematics Subject Classification ID

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

Cites Work

• A Bayesian analysis of some nonparametric problems
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• The Asymptotic Inadmissibility of the Sample Distribution Function
• Title not available (Why is that?)
• The admissibility of the empirical distribution function
• Minimax estimation of a cumulative distribution function
• The Theory of Decision Procedures for Distributions with Monotone Likelihood Ratio
• A complete class theorem for strict monotone likelihood ratio with applications
• Title not available (Why is that?)
• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Title not available (Why is that?)
• Some Problems in Minimax Point Estimation

Cited In (8)

• Minimax invariant estimator of a continuous distribution function under a general loss function
• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Title not available (Why is that?)
• Minimum risk invariant estimators of a continuous cumulative distribution function
• A variational approach to a cumulative distribution function estimation problem under stochastic ambiguity
• On one minimax problem on the class of distribution functions increasing hazard rate
• Minimax Prediction of the Empirical Distribution Function
• Minimax estimation of a bivariate cumulative distribution function

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