| MINIMAX INVARIANT ESTIMATOR OF CONTINUOUS DISTRIBUTION FUNCTION UNDER LINEX LOSS |
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| 引用本文： | Jianhui NING Minyu XIE. MINIMAX INVARIANT ESTIMATOR OF CONTINUOUS DISTRIBUTION FUNCTION UNDER LINEX LOSS[J]. 系统科学与复杂性, 2007, 20(1): 119-126. DOI: 10.1007/s11424-007-9010-9 |
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| 作者姓名： | Jianhui NING Minyu XIE |
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| 作者单位： | Department of Statistics, Central China Normal University, Wuhan 430079, China. |
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| 基金项目： | This research is supported by National Natural Science Foundation of China （No. 10571070）. |
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| 摘 要： | In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained and proved to be minimax for any sample size n ≥ 1.
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| 关 键 词： | 最小不变量估计器 连续分布函数 LINEX损失函数 非参数估计 |
| 收稿时间： | 2004-11-18 |
| 修稿时间： | 2004-11-182005-12-12 |
Minimax Invariant Estimator of Continuous Distribution Function Under Linex Loss |
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| Jianhui Ning,Minyu Xie. Minimax Invariant Estimator of Continuous Distribution Function Under Linex Loss[J]. Journal of Systems Science and Complexity, 2007, 20(1): 119-126. DOI: 10.1007/s11424-007-9010-9 |
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| Authors: | Jianhui Ning Minyu Xie |
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| Affiliation: | (1) Department of Statistics, Central China Normal University, Wuhan, 430079, China |
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| Abstract: | In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained, and proved to be minimax for any sample size n ≥ 1. This research is supported by National Natural Science Foundation of China (No. 10571070). |
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| Keywords: | Invariant estimator LINEX loss function non-parametric estimation. |
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