Methodology for the invariant estimation of a continuous distribution function

DOI10.1007/BF00050665zbMath0698.62037MaRDI QIDQ912524

Qi Qing Yu

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Lebesgue measure; distribution estimation; best invariant estimator; weighted quadratic loss; Approximation of estimators; class of invariant estimators; finite sample problem; minimaxity of estimators; nonrandomized estimator

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62C20: Minimax procedures in statistical decision theory

62C15: Admissibility in statistical decision theory

Related Items

Minimax invariant estimator of a continuous distribution function

Cites Work

• Inadmissibility of the empirical distribution function in continuous invariant problems
• The admissibility of the empirical distribution function
• Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs
• Minimax estimation of a cumulative distribution function
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• The Asymptotic Inadmissibility of the Sample Distribution Function
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• Unnamed Item