Admissibility of the best invariant estimator of a distribution function under the kolmogorov-smirnov loss

DOI10.1080/03610929308831138zbMath0802.62005OpenAlexW1997026779MaRDI QIDQ4275814

Qi Qing Yu, Eswar G. Phadia

Publication date: 12 December 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831138

zbMATH Keywords

Egoroff's theoremapproximate continuitybest invariant estimatorinvariant decision problemcontinuous distributionKolmogorov-Smirnov lossgroup of monotone transformations

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

Cites Work

• Inadmissibility of the empirical distribution function in continuous invariant problems
• Best invariant estimation of a distribution function under the Kolmogorov-Smirnov loss function
• Minimaxity of the empirical distribution function in invariant estimation
• Minimaxity of the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss
• Admissibility in discrete and continuous invariant nonparametric estimation problems and in their multinomial analogs
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
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