Asymptotic local minimaxity in sequential point estimation
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Publication:1067725
DOI10.1214/aos/1176349547zbMath0581.62067MaRDI QIDQ1067725
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349547
exponential families; minimax regret; minimax theorem; martingale convergence; Bayes risk; regret; asymptotic lower bound; weighted squared error loss; multiparameter exponential families; nonparametric case
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