Minimax invariant estimator of a continuous distribution function under a general loss function-Reference-Cited by-同舟云学术

Minimax invariant estimator of a continuous distribution function under a general loss function

Published:2009-02-26 Issue:1 Volume:72 Page:37-49
ISSN:0026-1335
Container-title:Metrika
language:en
Short-container-title:Metrika

Author:

Stępień-Baran Agnieszka

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00184-009-0239-2.pdf

Reference9 articles.

1. Aggarwal OP (1955) Some minimax invariant procedures for estimating a cumulative distribution function. Ann Math Stat 26: 450–463

2. Ferguson TS (1967) Mathematical statistics: a decision theoretic approach. Probability and mathematical statistics, vol 1. Academic Press, New York

3. Friedman Y, Gelman A, Phadia E (1988) Best invariant estimation of a distribution function under the Kolmogorov-Smirnov loss function. Ann Stat 16(3): 1254–1261

4. Jokiel-Rokita A, Magiera R (2007) Minimax estimation of a cumulative distribution function by converting to a parametric problem. Metrika 66(1): 61–73

5. Mohammadi L, van Zwet WR (2002) Minimax invariant estimation of a continuous distribution function under entropy loss. Metrika 56(1): 31–42

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