Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs

DOI10.1214/aos/1176351054zbMath0684.62017OpenAlexW2024393094MaRDI QIDQ1825555

Lawrence D. Brown

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/1176351054

zbMATH Keywords

multinomial distributiondiscrete problemsbest invariant estimatorsample medianinvariant losscontinuous settingKolmogorov-Smirnov lossinvariant weighted Cramér-von Mises loss functionOrdinary Cramér-von Mises losssample cumulative distribution functionsample distribution function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Admissibility in statistical decision theory (62C15)

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