Lower bounds of minimax risk in estimation problems without lan condition

DOI10.1080/17442509208833747MaRDI QIDQ3991736zbMATH OpenOpenAlexFDO

Authors V. G. Spokoiny

Publication date 28 June 1992

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509208833747

zbMATH Keywords

asymptotic convergencefinite-dimensional parameterlocal asymptotic normalitylower bounds of the asymptotic minimax riskminimax estimationminimax risknon-classical statistical modelsrandom number of dependent observationsshift experiments

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Point estimation (62F10)

Recommendations

• LAN in Problems of Nonparametric Estimation of Functions and Lower Bounds for Quadratic Risks
• Estimating a parameter under LAN conditions with restrictions
• Minimax revisited. I
• Lower bounds for risk functions in nonparametric estimation problems

Cited in

(4)

• No-transaction bounds and estimation risk
• Lower bounds for risk functions in nonparametric estimation problems
• LAN in Problems of Nonparametric Estimation of Functions and Lower Bounds for Quadratic Risks
• Asymptotically uniformly distributed priors and bayes estimators in mixed models

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