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.
Publié le : 1992-12-14
Classification:
Best invariant estimator,
Kolmogorov-Smirnov loss,
minimaxity,
62C15,
62D05
@article{1176348914,
author = {Yu, Qiqing and Phadia, Eswar},
title = {Minimaxity of the Best Invariant Estimator of a Distribution Function under the Kolmogorov-Smirnov Loss},
journal = {Ann. Statist.},
volume = {20},
number = {1},
year = {1992},
pages = { 2192-2195},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348914}
}
Yu, Qiqing; Phadia, Eswar. Minimaxity of the Best Invariant Estimator of a Distribution Function under the Kolmogorov-Smirnov Loss. Ann. Statist., Tome 20 (1992) no. 1, pp. 2192-2195. http://gdmltest.u-ga.fr/item/1176348914/