MINIMAXITY OF THE BEST INVARIANT ESTIMATOR OF A DISTRIBUTION FUNCTION UNDER THE KOLMOGOROV-SMIRNOV LOSS
成果类型：
Article
署名作者：
YU, QQ; PHADIA, E
署名单位：
William Paterson University New Jersey
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348914
发表日期：
1992
页码：
2192-2195
关键词：
摘要：
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.