Minimax invariant estimator of a continuous distribution function under a general loss function

DOI10.1007/S00184-009-0239-2MaRDI QIDQ976956zbMATH OpenOpenAlexFDO

Authors Agnieszka Stȩpień-Baran

Publication date 16 June 2010

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-009-0239-2

zbMATH Keywords

minimax estimatorloss functioncontinuous distribution functioninvariant estimationminimum risk invariant estimator

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• Best invariant estimation of a distribution function under the Kolmogorov-Smirnov loss function
• Minimax estimation of a cumulative distribution function by converting to a parametric problem
• Minimax invariant estimation of a continuous distribution function under entropy loss
• Minimax invariant estimator of a continuous distribution function
• Minimax invariant estimator of continuous distribution function under LINEX loss
• Minimaxity of the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss
• Minimaxity of the empirical distribution function in invariant estimation
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

Cited in

(14)

• Optimal equivariant estimator with respect to convex loss function
• Methodology for the invariant estimation of a continuous distribution function
• On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions
• scientific article; zbMATH DE number 63417 (Why is no real title available?)
• Minimax invariant estimator of a continuous distribution function
• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Minimaxity of Pitman estimators
• Minimum risk invariant estimators of a continuous cumulative distribution function
• Minimax invariant estimation of a continuous distribution function under entropy loss
• scientific article; zbMATH DE number 800116 (Why is no real title available?)
• Minimax estimation of a bivariate cumulative distribution function
• Minimax invariant estimator of continuous distribution function under LINEX loss
• Invariant estimation of functions
• Best invariant and minimax estimation of quantiles in finite populations

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