The local asymptotic minimax adaptive property of a recursive estimate (Q1114255)

A locally asymptotically normal estimation problem generated by independent and identically distributed generalized random variables is considered. A recursive estimate based on a stochastic approximation method, a modification of an estimate proposed by Sakrison [see the author's paper, Ann. Stat. 6, 854-866 (1978; Zbl 0378.62031)] is shown to be locally asymptotically minimax. For a nonparametric generalization of the estimation problem, a modification of the estimate is shown to be locally asymptotically minimax adaptive.