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MINIMAX INVARIANT ESTIMATOR OF CONTINUOUS DISTRIBUTION FUNCTION UNDER LINEX LOSS

MINIMAX INVARIANT ESTIMATOR OF CONTINUOUS DISTRIBUTION FUNCTION UNDER LINEX LOSS
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摘要 在这份报纸,我们在 LINEX 损失功能下面考虑 continuousdistribution 功能的评价的问题。最好的不变的评估者被获得,是为任何样品尺寸 n ≥的得最高分的战略的 andproved 1。 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.
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2007年第1期119-126,共8页 系统科学与复杂性学报(英文版)
基金 This research is supported by National Natural Science Foundation of China (No. 10571070).
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 Invariant estimator, LINEX loss function, non-parametric estimation.
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