Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation)

DOI10.1214/AOS/1176325759zbMATH Open0824.62023OpenAlexW2074022612MaRDI QIDQ1896239FDOQ1896239

Authors: L. Gajek, Marek Kaluszka 

Publication date: 12 November 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325759

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zbMATH Keywords

lower boundsinformation inequalitiesleast favorable distributionlocation parameterscale parameterasymptotic Bayes risksecond-order minimax estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Cited In (7)

• Title not available (Why is that?)
• Nonexponential Applications of a Global Cramèr-Rao Inequality
• Decision-theoretic issues in heterogeneity variance estimation
• Lower bounds on Bayes risks for estimating a normal variance: With applications
• Second-Order Asymptotic Minimax Property in Linear Regression
• Influence of Censorship on the Minimax Risk of Decision Procedures
• Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding

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