Asymptotic linearity of minimax estimators

DOI10.1111/J.1467-9574.1992.TB01336.XzbMath0768.62034OpenAlexW2080759129MaRDI QIDQ4696597

Aad W. van der Vaart

Publication date: 29 June 1993

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1992.tb01336.x

zbMATH Keywords

local asymptotic normalityinfluence functionminimax theoremasymptotic linearitylocal asymptotic minimaxdifferentiability in quadratic meaninformation loss modelsLAM estimator sequencesemi- parametric models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

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Cites Work

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• Information and asymptotic efficiency in parametric-nonparametric models
• On differentiable functionals
• On the asymptotic information bound
• On the preservation of local asymptotic normality under information loss
• Infinite-Dimensional Informational Inequalities
• Asymptotic minimax theorems for the sample distribution function
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• A characterization of limiting distributions of regular estimates
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• On Minimax Statistical Decision Procedures and their Admissibility

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