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

被引：0

作者：

Agnieszka Stępień-Baran

机构：

[1] Opole University,Institute of Mathematics and Computer Science

来源：

Metrika | 2010年 / 72卷

关键词：

Invariant estimation; Continuous distribution function; Minimum risk invariant estimator; Minimax estimator; Loss function;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The problem of invariant estimation of a continuous distribution function is considered under a general loss function. Minimaxity of the minimum risk invariant estimator of a continuous distribution function is proved for any sample size n ≥ 2.

引用

页码：37 / 49

页数：12

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