Minimax Invariant Estimator of Continuous Distribution Function Under Linex Loss

被引：0

作者：

Jianhui Ning

Minyu Xie

机构：

[1] Central China Normal University,Department of Statistics

来源：

Journal of Systems Science and Complexity | 2007年 / 20卷

关键词：

Invariant estimator; LINEX loss function; non-parametric estimation;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained, and proved to be minimax for any sample size n ≥ 1.

引用

页码：119 / 126

页数：7

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