Impossibility of consistent estimation of the distribution function of a sample maximum.
Novak, Serguei (2010) Impossibility of consistent estimation of the distribution function of a sample maximum. Statistics, 44 (1). pp. 25-30. ISSN 0233-1888
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We derive lower bounds for sup-norm losses of estimators of the distribution function of a sample maximum and its density and show that their consistent estimation in a general situation is impossible.
|Research Areas:||Business School > Economics and International Development|
|Citations on ISI Web of Science:||0|
|Deposited On:||08 Mar 2010 13:38|
|Last Modified:||06 Feb 2013 10:57|
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