Title: MINIMAX INVARIANT ESTIMATOR OF CONTINUOUS DISTRIBUTION FUNCTION UNDER
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.
Publication Year: 2007
Publication Date: 2007-01-01
Language: en
Type: article
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