A characterization of translation-invariant experiments admitting adaptive estimates

DOI10.1016/0047-259X(88)90038-3MaRDI QIDQ1106582zbMATH OpenWikidataFDO

Authors Georg Ch. Pflug, Wilfried Grossmann

Publication date 1988

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

minimax risksemi-parametric modelsminimax boundsadaptive estimateslimit experimentstranslation invariant experimentsadaptivity propertyexistence of independent posterior distributionslocal asymptotic (mixed) normal experimentsPitman estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Theory of statistical experiments (62B15) Robustness and adaptive procedures (parametric inference) (62F35)

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• Information and asymptotic efficiency in parametric-nonparametric models
• Local asymptotic minimax properties of Pitman estimates
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• On adaptive estimation
• On estimation and adaptive estimation for locally asymptotically normal families

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(4)

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• Limits of translation invariant experiments
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