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Minimax Invariant Estimator of Continuous Distribution Function Under Linex Loss

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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.

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Authors and Affiliations

  1. Department of Statistics, Central China Normal University, Wuhan, 430079, China

    Jianhui Ning & Minyu Xie

Authors
  1. Jianhui Ning
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  2. Minyu Xie
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Correspondence to Jianhui Ning.

Additional information

This research is supported by National Natural Science Foundation of China (No. 10571070).

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Ning, J., Xie, M. Minimax Invariant Estimator of Continuous Distribution Function Under Linex Loss. Jrl Syst Sci & Complex 20, 119–126 (2007). https://doi.org/10.1007/s11424-007-9010-9

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  • DOI: https://doi.org/10.1007/s11424-007-9010-9

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