Estimation of a symmetric distribution
type: Item
instance of: scholarly article
title: Estimation of a symmetric distribution
zbMATH Open document ID: 0594.62015
author: S. H. Lo
published in: The Annals of Statistics
publication date: 1985-01-01T00:00:00Z
review text: The main result of this paper establishes the fact, that for a sequence \(X_ 1,...,X_ n\) of i.i.d. random variables with d.f. \(F(x)=F_ 0(x- \theta)\), \(F_ 0\) being symmetric at zero, the empirical d.f. symmetrized at some appropriate estimate of \(\theta\) is asymptotically minimax-efficient for F.
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 3956193
zbMATH Keywords: empirical distribution function
zbMATH Keywords: symmetric distribution functions
zbMATH Keywords: Gaussian experiments
zbMATH Keywords: asymptotically minimax estimators
zbMATH Keywords: location
reviewed by: Winfried Stute
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176349658
OpenAlex ID: W2065191056
DOI: 10.1214/AOS/1176349658
description: scientific article; zbMATH DE number 3956193