Minimaxity of the Best Invariant Estimator of a Distribution Function under the Kolmogorov-Smirnov Loss

Qiqing Yu; Eswar Phadia

doi:10.1214/aos/1176348914

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Home > Journals > Ann. Statist. > Volume 20 > Issue 4 > Article

December, 1992 Minimaxity of the Best Invariant Estimator of a Distribution Function under the Kolmogorov-Smirnov Loss

Qiqing Yu, Eswar Phadia

Ann. Statist. 20(4): 2192-2195 (December, 1992). DOI: 10.1214/aos/1176348914

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Abstract

For the invariant decision problem of estimating a continuous distribution function with the Kolmogorov-Smirnov loss, it is proved that the best invariant estimator is minimax.

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Qiqing Yu. Eswar Phadia. "Minimaxity of the Best Invariant Estimator of a Distribution Function under the Kolmogorov-Smirnov Loss." Ann. Statist. 20 (4) 2192 - 2195, December, 1992. https://doi.org/10.1214/aos/1176348914

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Published: December, 1992

First available in Project Euclid: 12 April 2007

zbMATH: 0786.62016

MathSciNet: MR1193337

Digital Object Identifier: 10.1214/aos/1176348914

Subjects:

Primary: 62C15

Secondary: 62D05

Keywords: best invariant estimator , Kolmogorov-Smirnov loss , minimaxity

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Vol.20 • No. 4 • December, 1992

Institute of Mathematical Statistics

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Qiqing Yu, Eswar Phadia "Minimaxity of the Best Invariant Estimator of a Distribution Function under the Kolmogorov-Smirnov Loss," The Annals of Statistics, Ann. Statist. 20(4), 2192-2195, (December, 1992)

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