Minimax invariant estimator of continuous distribution function under linex loss

作者：Ning Jianhui^*; Xie Minyu

来源：Journal of Systems Science and Complexity, 2007, 20(1): 119-126.

DOI：10.1007/s11424-007-9010-9

• invariant estimator
• LINEX loss function
• non-parametric estimation

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.

• 出版日期2007-3
• 单位华中师范大学