Asymptotic minimax estimation in semiparametric models (Q811051)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic minimax estimation in semiparametric models |
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Asymptotic minimax estimation in semiparametric models (English)
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1991
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The author considers the problem of efficient and minimax estimation of score functions and the parametric components in semiparametric models. Sufficient conditions are given under which the estimator is asymptotically efficient, i.e., it has asymptotic normal distribution with minimum variance. The estimator is also shown to be asymptotically minimax under convex loss functions. A few examples are discussed.
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nuisance parameter
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minimax estimation of score functions
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parametric components
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semiparametric models
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asymptotic normal distribution
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minimum variance
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asymptotically minimax
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convex loss
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