An asymptotic minimax theorem of order \(n^{-1/2}\) (Q581954)

The asymptotic minimax theorem of LeCam and Hájek is refined by inclusion of terms of order \(n^{-1/2}\), and it is shown under some regular conditions that superefficiency of order \(0(n^{-1/2})\) is impossible on all neighborhoods of the true parameter which are of the order \(n^{-1/4}\). This provides more precise information concerning the local properties of superefficient estimator sequences.