Lower bounds to the accuracy of sample maximum estimation.
Novak, Serguei (2009) Lower bounds to the accuracy of sample maximum estimation. Theory of Stochastic Processes, 15(31) (2). pp. 156-161.
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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.
|Research Areas:||Business > Economics|
|Deposited On:||08 Mar 2010 13:53|
|Last Modified:||06 Feb 2013 10:57|
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