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

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Abstract

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.

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Authors and Affiliations

  1. Institute of Mathematics and Computer Science, Opole University, Oleska 48, 45-052, Opole, Poland

    Agnieszka Stępień-Baran

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  1. Agnieszka Stępień-Baran
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Correspondence to Agnieszka Stępień-Baran.

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Stępień-Baran, A. Minimax invariant estimator of a continuous distribution function under a general loss function. Metrika 72, 37–49 (2010). https://doi.org/10.1007/s00184-009-0239-2

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  • DOI: https://doi.org/10.1007/s00184-009-0239-2

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