Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
Aggarwal, Om P.
Ann. Math. Statist., Tome 26 (1955) no. 4, p. 450-463 / Harvested from Project Euclid
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Some invariant procedures, which are essentially step-functions, are considered as estimators of the cumulative distribution function of a one-dimensional random variable on which a finite fixed number of observations are given, for various loss functions. Two principal classes of loss functions are considered and it is shown that for a special loss function in one class the optimum procedure is the usual sample cumulative function.
Publié le : 1955-09-14
Classification:  
@article{1177728490,
     author = {Aggarwal, Om P.},
     title = {Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function},
     journal = {Ann. Math. Statist.},
     volume = {26},
     number = {4},
     year = {1955},
     pages = { 450-463},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728490}
}

Aggarwal, Om P. Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function. Ann. Math. Statist., Tome 26 (1955) no. 4, pp.  450-463. http://gdmltest.u-ga.fr/item/1177728490/