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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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.

Item Type: Article
Research Areas: A. > School of Science and Technology > Design Engineering and Mathematics
Item ID: 4411
Useful Links:
Depositing User: Hilary Cummings
Date Deposited: 08 Mar 2010 13:53
Last Modified: 24 Mar 2015 10:45
URI: http://eprints.mdx.ac.uk/id/eprint/4411

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