Geodesic
Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible?
Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 103-115.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

The statistical estimation problem of the normal distribution function and of the density at a point is considered. The traditional unbiased estimators are shown to have Bayes nature and admissibility of related generalized Bayes procedures is proved. Also inadmissibility of the unbiased density estimator is demonstrated.
DOI : 10.4064/am-22-1-103-115
Keywords: point estimation, normal density, Bayes estimator, quadratic loss, admissibility, normal distribution function

Andrew Rukhin 1

1 
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Andrew Rukhin. Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible?. Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 103-115. doi : 10.4064/am-22-1-103-115. http://geodesic.mathdoc.fr/articles/10.4064/am-22-1-103-115/

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