Infinite-Dimensional Informational Inequalities

DOI10.1137/1123040MaRDI QIDQ3865315zbMATH OpenOpenAlexFDO

Authors B. Ya. Levit

Publication date 1979

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

Full work available at URL https://doi.org/10.1137/1123040

zbMATH Keywords

infinite-dimensional informational inequalities

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Inequalities; stochastic orderings (60E15) Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12)

Cited in

(8)

• A random linear functional approach to efficiency bounds
• Distribution estimation for biased data
• A comparative simulation study on the IFS distribution function estimator
• Asymptotic linearity of minimax estimators
• Efficiency. of infinite dimensional M‐ estimators
• Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
• Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion process
• Efficient estimation of spectral functionals for continuous-time stationary models

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