Impossibility of consistent estimation of the distribution function of a sample maximum.

Novak, Serguei ORCID logoORCID: https://orcid.org/0000-0001-7929-7641 (2010) Impossibility of consistent estimation of the distribution function of a sample maximum. Statistics, 44 (1) . pp. 25-30. ISSN 0233-1888 [Article] (doi:10.1080/02331880902986497)

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: A. > School of Science and Technology > Design Engineering and Mathematics
ISI Impact: 0
Item ID: 4410
Useful Links:
Depositing User: Hilary Cummings
Date Deposited: 08 Mar 2010 13:38
Last Modified: 13 Oct 2016 14:17
URI: https://eprints.mdx.ac.uk/id/eprint/4410

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