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

DOI10.1007/S00184-009-0239-2zbMATH Open1189.62062OpenAlexW2041025368MaRDI QIDQ976956FDOQ976956

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

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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)

Cites Work

• Title not available (Why is that?)
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• Minimaxity of the empirical distribution function in invariant estimation
• Minimaxity of the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss
• Minimax invariant estimator of continuous distribution function under LINEX loss
• Minimax estimation of a cumulative distribution function by converting to a parametric problem
• Minimax invariant estimation of a continuous distribution function under entropy loss
• Best invariant estimation of a distribution function under the Kolmogorov-Smirnov loss function
• Minimax invariant estimator of a continuous distribution function

Cited In (14)

• Best invariant and minimax estimation of quantiles in finite populations
• Minimaxity of Pitman estimators
• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Minimax invariant estimator of a continuous distribution function
• Title not available (Why is that?)
• Minimum risk invariant estimators of a continuous cumulative distribution function
• Minimax invariant estimation of a continuous distribution function under entropy loss
• On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions
• Optimal equivariant estimator with respect to convex loss function
• Title not available (Why is that?)
• Minimax estimation of a bivariate cumulative distribution function
• Invariant estimation of functions
• Minimax invariant estimator of continuous distribution function under LINEX loss
• Methodology for the invariant estimation of a continuous distribution function

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