Inadmissibility of the empirical distribution function in continuous invariant problems

DOI10.1214/AOS/1176347274zbMath0691.62012OpenAlexW2071405644MaRDI QIDQ582737

Qi Qing Yu

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347274

zbMATH Keywords

empirical distributionbest invariant estimatorCramér-von Mises lossinadmissibleinvariant decision problemunknown continuous distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Admissibility in statistical decision theory (62C15)

Related Items (7)

Minimax estimation of a variance ⋮ Admissibility of the best invariant estimator of a distribution function under the kolmogorov-smirnov loss ⋮ Methodology for the invariant estimation of a continuous distribution function ⋮ Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution Function ⋮ Minimax invariant estimator of a continuous distribution function ⋮ A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique ⋮ Admissibility of the empirical distribution function in discrete nonparametric invariant problems

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