Minimax invariant estimator of a continuous distribution function

DOI10.1007/BF00053401zbMath0784.62006OpenAlexW2027818858MaRDI QIDQ1260727

Qi Qing Yu

Publication date: 25 August 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00053401

zbMATH Keywords

loss functionbest invariant estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

Related Items (5)

On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions ⋮ Minimax estimation of a bivariate cumulative distribution function ⋮ Minimax invariant estimator of continuous distribution function under LINEX loss ⋮ Minimax invariant estimator of a continuous distribution function under a general loss function ⋮ Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution Function

Cites Work

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• Inadmissibility of the empirical distribution function in continuous invariant problems
• Methodology for the invariant estimation of a continuous distribution function
• The admissibility of the empirical distribution function
• Minimaxity of the empirical distribution function in invariant estimation
• Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

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