Estimates with Asymptotically Uniformly Minimal d-Risk

DOI10.1137/S0040585X97T989192MaRDI QIDQ4618069zbMATH OpenOpenAlexFDO

Authors A. Zaikin

Publication date 7 February 2019

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t989192

zbMATH Keywords

\(d\)-riskmaximum likelihood estimateposterior risk asymptoticsstatistical inference

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Recommendations

• scientific article; zbMATH DE number 482612
• Asymptotically exact bounds for minimax risk of estimators of linear functionals
• Asymptotics of minimax risk estimates of distribution density in \(L_ 2\)
• Asymptotics in empirical risk minimization
• The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
• scientific article; zbMATH DE number 3930187
• The existence of the uniformly minimum risk equivariant estimator in sure model
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters

Cites work

• Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
• Asymptotic expansion of posterior distribution of parameter centered by a \( \sqrt{n} \)-consistent estimate
• Guaranteed statistical inference procedures (determination of the optimal sample size)
• scientific article; zbMATH DE number 3123545 (Why is no real title available?)
• scientific article; zbMATH DE number 3841032 (Why is no real title available?)
• scientific article; zbMATH DE number 4076329 (Why is no real title available?)
• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• scientific article; zbMATH DE number 482612 (Why is no real title available?)

Cited in

(11)

• Asymptotics of minimax risk estimates of distribution density in \(L_ 2\)
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\)
• scientific article; zbMATH DE number 14299 (Why is no real title available?)
• scientific article; zbMATH DE number 482612 (Why is no real title available?)
• On uniform integrability and asymptotically risk-efficient sequential estimation
• Empirical estimate with uniformly minimal d-risk for Bernoulli trials success probability
• scientific article; zbMATH DE number 4121208 (Why is no real title available?)
• Asymptotic Minimax Risk for the White Noise Model on the Sphere
• Estimation of mean value of a normal distribution with constraints on the relative error and d-risk
• Empirical estimates with minimal \(d\)-risk for discrete exponential families
• Sequential d-posterior multinomial selection procedure with asymmetric indifference zone

This page was built for publication: Estimates with Asymptotically Uniformly Minimal $d$-Risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4618069)