Minimax invariant estimation of a continuous distribution function under entropy loss
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Publication:745351
DOI10.1007/S001840100152zbMath1433.62027OpenAlexW2000005142MaRDI QIDQ745351
Leila Mohammadi, Willem R. Van Zwet
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001840100152
Density estimation (62G07) Minimax procedures in statistical decision theory (62C20) Approximations to statistical distributions (nonasymptotic) (62E17) Statistical aspects of information-theoretic topics (62B10)
Related Items (5)
On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions ⋮ Minimax estimation of a bivariate cumulative distribution function ⋮ Sequential Estimation of a Continuous Distribution Function from Delayed Observations ⋮ Minimax invariant estimator of a continuous distribution function under a general loss function ⋮ Minimum Risk Invariant Estimators of a Continuous Cumulative Distribution Function
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