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

DOI10.1007/S00184-006-0094-3MaRDI QIDQ745320zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

binomial distributionnonparametric estimationcumulative distribution functionloss functionminimax estimation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4133294 (Why is no real title available?)
• scientific article; zbMATH DE number 3942711 (Why is no real title available?)
• scientific article; zbMATH DE number 224060 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• A complete class theorem for strict monotone likelihood ratio with applications
• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Minimax estimation of a cumulative distribution function
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• Some Problems in Minimax Point Estimation
• The Asymptotic Inadmissibility of the Sample Distribution Function
• The Theory of Decision Procedures for Distributions with Monotone Likelihood Ratio
• The admissibility of the empirical distribution function

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
• scientific article; zbMATH DE number 3881658 (Why is no real title available?)
• 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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