Minimax Estimation of a Cumulative Distribution Function

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Efficient Estimation of the Density and Cumulative Distribution Function of the Generalized Rayleigh Distribution

The uniformly minimum variance unbiased (UMVU), maximum likelihood, percentile (PC), least squares (LS) and weighted least squares (WLS) estimators of the probability density function (pdf) and cumulative distribution function are derived for the generalized Rayleigh distribution. This model can be used quite effectively in modelling strength data and also modeling general lifetime data. It has...

متن کامل

Adaptive and minimax estimation of the cumulative distribution function given a functional covariate

We consider the nonparametric kernel estimation of the conditional cumulative distribution function given a functional covariate. Given the bias-variance trade-off of the risk, we first propose a totally data-driven bandwidth selection device in the spirit of the recent Goldenshluger-Lepski method and of model selection tools. The resulting estimator is shown to be adaptive and minimax optimal:...

متن کامل

Kernel estimation of multivariate cumulative distribution function

A smooth kernel estimator is proposed for multivariate cumulative distribution functions (cdf), extending the work of Yamato [H. Yamato, Uniform convergence of an estimator of a distribution function, Bull. Math. Statist. 15 (1973), pp. 69–78.] on univariate distribution function estimation. Under assumptions of strict stationarity and geometrically strong mixing, we establish that the proposed...

متن کامل

A hybrid method to find cumulative distribution function of completion time of GERT networks

This paper proposes a hybrid method to find cumulative distribution function (CDF) of completion time of GERT-type networks (GTN) which have no loop and have only exclusive-or nodes. Proposed method is cre-ated by combining an analytical transformation with Gaussian quadrature formula. Also the combined crude Monte Carlo simulation and combined conditional Monte Carlo simulation are developed a...

متن کامل

Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function

The problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including Binomial Negative Binomial discrete Weibull and etc., is considered. We give necessary and sufficient conditions for which the Bayes estimator of with respect to a two points boundary supported prior is minimax under squared log error loss function....

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 1973

ISSN: 0090-5364

DOI: 10.1214/aos/1176342563