On invariant distribution function estimation for continuous-time stationary processes
نویسندگان
چکیده
منابع مشابه
Methodology for the Invariant Estimation of a Continuous Distribution Function
Consider both the classical and some more general invariant decision problems of estimating a continuous distribution function, with the loss function L ( F , a ) = f ( F ( t ) a(t))2h(F(t))dF(t) and a sample of size n from F. It is proved that any nonrandomized estimator can be approximated in Lebesgue measure by the more general invariant estimators. Some methods for investigating the finite ...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2005
ISSN: 1350-7265
DOI: 10.3150/bj/1130077600