The local asymptotic minimax adaptive property of a recursive estimate

DOI10.1016/0167-7152(88)90096-XzbMATH Open0663.62039MaRDI QIDQ1114255FDOQ1114255

Authors: Václav Fabian 

Publication date: 1988

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

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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)

Cites Work

• An invariance principle for the Robbins-Monro process in a Hilbert space
• On adaptive estimation
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• On asymptotically efficient estimation in semiparametric models
• On Asymptotic Normality in Stochastic Approximation
• On estimation and adaptive estimation for locally asymptotically normal families
• Asymptotic behaviour of a class of stochastic approximation procedures
• On asymptotically efficient recursive estimation
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• Asymptotically efficient stochastic approximation; the RM case
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• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• On the stochastic approximation method and optimal fittering theory
• Local asymptotic minimax properties of Pitman estimates
• Recursive estimation procedures for missing-data problems
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (4)

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

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