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

Novak, Serguei ORCID: 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)

Official URL: http://dx.doi.org/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:	Publisher Middlesex University Expert Profile
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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