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JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2009 Volume 15(31), Issue 2, Pages 156–161 (Mi thsp92)
Lower bounds to the accuracy of sample maximum estimation

S. Y. Novak

Middlesex University, MUBS, The Burroughs, London NW44BT, UK

Abstract: We derive lower bounds for sup-norm losses of estimators of the distribution function of a sample maximum, and show that their consistent estimation in a general situation is impossible.

Keywords: Sample maximum, consistent estimation, lower bounds.

MSC: 62G32

Language: English



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