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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Abstract

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.

Item Type:Article
Research Areas:Middlesex University Schools and Centres > School of Science and Technology > Design Engineering and Mathematics
Citations on ISI Web of Science:0
ID Code:4410
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Deposited On:08 Mar 2010 13:38
Last Modified:07 Nov 2014 16:27

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