Minimaxity of the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss

DOI10.1214/aos/1176348914zbMath0786.62016OpenAlexW1991155880MaRDI QIDQ1208674

Qi Qing Yu, Eswar G. Phadia

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176348914

zbMATH Keywords

minimaxitybest invariant estimatorestimating a continuous distribution functionKolmogorov- Smirnov loss

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (8)

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 ⋮ Minimax estimation of a bivariate cumulative distribution function ⋮ Influence of Censorship on the Minimax Risk of Decision Procedures ⋮ Minimax invariant estimator of continuous distribution function under LINEX loss ⋮ Best invariant and minimax estimation of quantiles in finite populations ⋮ Minimax invariant estimator of a continuous distribution function under a general loss function ⋮ On stochastic orders of absolute value of order statistics in symmetric distributions

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