School Seminars and Colloquia

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

Statistics Seminar

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.

For More Information: contact: Owen Jones. email odjones@unimelb.edu.au