A characterization of translation-invariant experiments admitting adaptive estimates
DOI10.1016/0047-259X(88)90038-3zbMath0651.62026WikidataQ59255217 ScholiaQ59255217MaRDI QIDQ1106582
Georg Ch. Pflug, Wilfried Grossmann
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
semi-parametric models; minimax risk; minimax bounds; limit experiments; adaptive estimates; translation invariant experiments; adaptivity property; existence of independent posterior distributions; local asymptotic (mixed) normal experiments; Pitman estimates
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62B15: Theory of statistical experiments
62G05: Nonparametric estimation
62F35: Robustness and adaptive procedures (parametric inference)
Cites Work
- Information and asymptotic efficiency in parametric-nonparametric models
- Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
- On adaptive estimation
- On estimation and adaptive estimation for locally asymptotically normal families
- Local asymptotic minimax properties of Pitman estimates
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