Lower bounds to the accuracy of sample maximum estimation.

Article

Novak, S. 2009. Lower bounds to the accuracy of sample maximum estimation. Theory of stochastic processes. 15(31) (2), pp. 156-161.
TypeArticle
TitleLower bounds to the accuracy of sample maximum estimation.
AuthorsNovak, S.
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.

PublisherNatsional'na Akademiya Nauk Ukrainy
JournalTheory of stochastic processes
Publication dates
Print2009
Publication process dates
Deposited08 Mar 2010
Output statusPublished
LanguageEnglish
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