Minimax estimation of a cumulative distribution function

DOI10.1214/AOS/1176342563zbMath0289.62031OpenAlexW2012177120MaRDI QIDQ1847120

Eswar G. Phadia

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1214/aos/1176342563

Mathematics Subject Classification ID

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

Related Items (13)

Minimax estimation of a variance ⋮ On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions ⋮ A modified kolmogorov-smirnov type goodness of fit test ⋮ Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions ⋮ A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes ⋮ A general method of finding a minimax estimator of a distribution function when no equalizer rule is available ⋮ Minimax estimation of a bivariate cumulative distribution function ⋮ Methodology for the invariant estimation of a continuous distribution function ⋮ Minimaxity and admissibility of the product limit estimator ⋮ Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution Function ⋮ Minimax estimation of a cumulative distribution function by converting to a parametric problem ⋮ Minimax Prediction of the Empirical Distribution Function ⋮ Admissibility of the empirical distribution function in discrete nonparametric invariant problems

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