The local asymptotic minimax adaptive property of a recursive estimate

DOI10.1016/0167-7152(88)90096-XMaRDI QIDQ1114255zbMATH OpenFDO

Authors Václav Fabian

Publication date 1988

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

recursive estimatelocally asymptotically minimaxadaptive estimateindependent and identically distributed generalized random variableslocally asymptotically normal estimation problemnonparametric generalization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic approximation (62L20)

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Cites work

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• scientific article; zbMATH DE number 3557056 (Why is no real title available?)
• An invariance principle for the Robbins-Monro process in a Hilbert space
• Asymptotic behaviour of a class of stochastic approximation procedures
• Asymptotically efficient stochastic approximation; the RM case
• Local asymptotic minimax properties of Pitman estimates
• On Asymptotic Normality in Stochastic Approximation
• On adaptive estimation
• On asymptotically efficient estimation in semiparametric models
• On asymptotically efficient recursive estimation
• On estimation and adaptive estimation for locally asymptotically normal families
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• On the stochastic approximation method and optimal fittering theory
• Recursive estimation procedures for missing-data problems

Cited in

(4)

• Asymptotically efficient recursive estimation for incomplete data models using the observed information.
• Conditions of asymptotic efficiency of recursion estimates of the shift parameter
• Stochastic approximation of global minimum points
• Recursive estimation of minimum eigenvalues of information matrices

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