Minimax Prediction of the Empirical Distribution Function

DOI10.1080/03610920802460779zbMath1168.62043OpenAlexW2145338952MaRDI QIDQ3391826

Alicja Jokiel-Rokita, Ryszard Magiera

Publication date: 13 August 2009

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

Full work available at URL: https://doi.org/10.1080/03610920802460779

zbMATH Keywords

Bayes estimatorsurvival functionempirical distribution functionminimax predictionnonparametric problem

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Order statistics; empirical distribution functions (62G30) Estimation in survival analysis and censored data (62N02)

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
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• A Bayesian analysis of some nonparametric problems
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• A general method of finding a minimax estimator of a distribution function when no equalizer rule is available
• Numerical Specification of Discrete Least Favorable Prior Distributions
• The Asymptotic Inadmissibility of the Sample Distribution Function
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

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