S. Y. Novak, “Lower bounds to the accuracy of sample maximum estimation”, Theory Stoch. Process., 2009, том 15(31), выпуск 2,страницы 156

Lower bounds to the accuracy of sample maximum estimation

S. Y. Novak

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

Аннотация: 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.

Ключевые слова: Sample maximum, consistent estimation, lower bounds.

MSC: 62G32

Язык публикации: английский