Geodesic
Lower bounds to the accuracy of sample maximum estimation
Teoriâ slučajnyh processov, Tome 15 (2009) no. 2, pp. 156-161

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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.
Keywords: Sample maximum, lower bounds.
Mots-clés : consistent estimation 
@article{THSP_2009_15_2_a10,
     author = {S. Y. Novak},
     title = {Lower bounds to the accuracy of sample maximum estimation},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {156--161},
     publisher = {mathdoc},
     volume = {15},
     number = {2},
     year = {2009},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2009_15_2_a10/}
}
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S. Y. Novak. Lower bounds to the accuracy of sample maximum estimation. Teoriâ slučajnyh processov, Tome 15 (2009) no. 2, pp. 156-161. http://geodesic.mathdoc.fr/item/THSP_2009_15_2_a10/