Minimax estimation of a cumulative distribution function by converting to a parametric problem

DOI10.1007/S00184-006-0094-3zbMath1433.62098OpenAlexW2051998492MaRDI QIDQ745320

Ryszard Magiera, Alicja Jokiel-Rokita

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0094-3

zbMATH Keywords

loss functionbinomial distributionminimax estimationnonparametric estimationcumulative distribution function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Related Items (4)

Minimax estimation of a bivariate cumulative distribution function ⋮ Minimax invariant estimator of a continuous distribution function under a general loss function ⋮ Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution Function ⋮ Minimax Prediction of the Empirical Distribution Function

Cites Work

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• The Asymptotic Inadmissibility of the Sample Distribution Function
• Some Problems in Minimax Point Estimation
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

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