Sequential Estimation of a Continuous Distribution Function from Delayed Observations

DOI10.1080/03610921003637439zbMath1216.62130OpenAlexW2073735968MaRDI QIDQ3015885

Agnieszka Stȩpień-Baran

Publication date: 13 July 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610921003637439

zbMATH Keywords

optimal stopping timeinvariant loss functionminimum risk invariant estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items

Sequential estimation of quantiles from delayed observations ⋮ On the problems of sequential statistical inference for Wiener processes with delayed observations

Cites Work

• Minimax invariant estimation of a continuous distribution function under entropy loss
• Sequential estimation of a location parameter from delayed observations
• Estimating a mean from delayed observations
• A monotoneity property of the gamma function
• Nonparametric Sequential Bayes Estimation of the Distribution Function
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

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