Efficient estimation under constraints

Christian Hipp

Kybernetika (1991)

  • Volume: 27, Issue: 2, page 100-113
  • ISSN: 0023-5954

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Hipp, Christian. "Efficient estimation under constraints." Kybernetika 27.2 (1991): 100-113. <http://eudml.org/doc/27677>.

@article{Hipp1991,
author = {Hipp, Christian},
journal = {Kybernetika},
keywords = {estimation under constraints; convolution theorem; estimation of smooth functions of distribution functions; empirical distribution; linear restrictions; efficient estimators},
language = {eng},
number = {2},
pages = {100-113},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Efficient estimation under constraints},
url = {http://eudml.org/doc/27677},
volume = {27},
year = {1991},
}

TY - JOUR
AU - Hipp, Christian
TI - Efficient estimation under constraints
JO - Kybernetika
PY - 1991
PB - Institute of Information Theory and Automation AS CR
VL - 27
IS - 2
SP - 100
EP - 113
LA - eng
KW - estimation under constraints; convolution theorem; estimation of smooth functions of distribution functions; empirical distribution; linear restrictions; efficient estimators
UR - http://eudml.org/doc/27677
ER -

References

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  1. S. J. Haberman, Adjustment by minimum discriminant information, Ann. Statist. 12 (1984), 971-988. (1984) Zbl0583.62020MR0751286
  2. C. Hipp, Efficient estimators for ruin probabilities, In: Proc. 4th Prague Symp. Asympt. Statist. (P. Mandl, M. HuSkova, eds.), Charles University, Prague 1989, pp. 259-268. (1989) Zbl0697.62099MR1051444
  3. J. Pfanzagl, W. Wefelmeyer, Contributions to a General Asymptotic Statistical Theory, (Lecture Notes in Statistics 13.) Springer-Verlag, Berlin-Heidelberg-New Nork 1982. (1982) Zbl0512.62001MR0675954
  4. D. Pollard, A central limit theorem for empirical processes, J. Austral. Math. Soc. A33, (1982), 235-248. (1982) Zbl0504.60023MR0668445
  5. A. Sheehy, Kullback-Leibler constrained estimation of probability measures, Preprint, Dept. of Statist., Stanford University 1988. (1988) 
  6. A. Sheehy, J. A. Wellner, Uniformity in P of Some Limit Theorems for Empirical Measures and Processes, Tech. Rep. 134, Dept. Statist., University of Washington, Seattle, WA 1988. (1988) 

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