# On impossibility of consistent estimation of the distribution function of a sample maximum

#### by Serguei Novak

Institution: University of Middlesex, UK
Date: Thu 28th January 2010
Time: 3:15 PM
Location: TBA

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.