Sequential Estimation of a Continuous Distribution Function from Delayed Observations

DOI10.1080/03610921003637439MaRDI QIDQ3015885zbMATH OpenOpenAlexFDO

Authors Agnieszka Stȩpień-Baran

Publication date 13 July 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610921003637439

zbMATH Keywords

optimal stopping timeinvariant loss functionminimum risk invariant estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites work

• A monotoneity property of the gamma function
• Estimating a mean from delayed observations
• Minimax invariant estimation of a continuous distribution function under entropy loss
• Nonparametric Sequential Bayes Estimation of the Distribution Function
• Sequential estimation of a location parameter from delayed observations
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

Cited in

(7)

• On the problems of sequential statistical inference for Wiener processes with delayed observations
• Sequential estimation of a location parameter and powers of a scale parameter from delayed observations
• Sequential estimation of a location parameter from delayed observations
• The Bayes sequential estimation of a normal mean from delayed observations
• Sequential estimation of quantiles from delayed observations
• Sequential estimation of a common location parameter of two populations
• Sequential estimation of powers of a scale parameter from delayed observations

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