Best invariant estimation of a distribution function under the Kolmogorov-Smirnov loss function

DOI10.1214/AOS/1176350959zbMath0649.62005OpenAlexW2035812387MaRDI QIDQ1105933

Alexander Gelman, Yaakov Friedman, Eswar G. Phadia

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350959

zbMATH Keywords

limiting distributionbest invariant estimatorimproper distributionk-within-m-out-of-n systemKolmogorov-Smirnov loss functionone-to-one monotone transformations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistical decision theory (62C99)

Related Items (7)

Admissibility of the best invariant estimator of a distribution function under the kolmogorov-smirnov loss ⋮ On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions ⋮ Optimal reconstruction of a generally censored sample ⋮ Minimax invariant estimator of a continuous distribution function under a general loss function ⋮ Generalization of the kolmogorov-smirnov goodness-of-fit test, usinggroup invariance ⋮ A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique ⋮ Bayesian confidence estimation: an alternative approach

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