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

Article

Novak, S. 2010. Impossibility of consistent estimation of the distribution function of a sample maximum. Statistics. 44 (1), pp. 25-30. https://doi.org/10.1080/02331880902986497
TypeArticle
TitleImpossibility of consistent estimation of the distribution function of a sample maximum.
AuthorsNovak, S.
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.

PublisherTaylor and Francis
JournalStatistics
ISSN0233-1888
Publication dates
Print2010
Publication process dates
Deposited08 Mar 2010
Output statusPublished
Digital Object Identifier (DOI)https://doi.org/10.1080/02331880902986497
LanguageEnglish
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