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Theory of Stochastic Processes, 2009, Volume 15(31), Issue 2, Pages 156–161 (Mi thsp92)  
Lower bounds to the accuracy of sample maximum estimation

S. Y. Novak

Middlesex University, MUBS, The Burroughs, London NW44BT, UK
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Abstract: 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, consistent estimation, lower bounds.
Funding agency Grant number
Engineering and Physical Sciences Research Council EP/H006613
Supported by the EPSRC grant EP/H006613.
Bibliographic databases:
Document Type: Article
MSC: 62G32
Language: English
Citation: S. Y. Novak, “Lower bounds to the accuracy of sample maximum estimation”, Theory Stoch. Process., 15(31):2 (2009), 156–161
Citation in format AMSBIB
\Bibitem{Nov09}
\by S. Y. Novak
\paper Lower bounds to the accuracy of sample maximum estimation
\jour Theory Stoch. Process.
\yr 2009
\vol 15(31)
\issue 2
\pages 156--161
\mathnet{http://mi.mathnet.ru/thsp92}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2598534}
\zmath{https://zbmath.org/?q=an:1223.62076}
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