Estimation of a symmetric distribution
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.
scientific article; zbMATH DE number 3956193