Abstract
For the invariant decision problem of estimating a continuous distribution function with the Kolmogorov-Smirnov loss, it is proved that the best invariant estimator is minimax.
Citation
Qiqing Yu. Eswar Phadia. "Minimaxity of the Best Invariant Estimator of a Distribution Function under the Kolmogorov-Smirnov Loss." Ann. Statist. 20 (4) 2192 - 2195, December, 1992. https://doi.org/10.1214/aos/1176348914
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