Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps
From MaRDI portal
Publication:2637607
DOI10.1016/j.jmva.2013.10.020zbMath1280.62018arXiv1403.2022OpenAlexW2068318650MaRDI QIDQ2637607
Publication date: 13 February 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.2022
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)
Related Items (3)
ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE ⋮ Inference on functionals under first order degeneracy ⋮ The numerical delta method
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On differentiable functionals
- On the asymptotic information bound
- Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
- The price of bias reduction when there is no unbiased estimate
- Estimating a bounded normal mean
- Minimax estimation of the mean of a normal distribution when the parameter space is restricted
- On large-deviation efficiency in statistical inference
- Local asymptotic minimax risk bounds for asymmetric loss functions
- Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
- Asymptotic efficiency in estimation with conditional moment restrictions
- On concepts of directional differentiability
- Weak convergence and empirical processes. With applications to statistics
- Intersection Bounds: Estimation and Inference
- Impossibility Results for Nondifferentiable Functionals
- Distributional Strategies for Games with Incomplete Information
- Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces
- Monotone Instrumental Variables: With an Application to the Returns to Schooling
- Real Analysis and Probability
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Estimation of the Larger of Two Normal Means
- Estimation of the Larger Translation Parameter
- Extremal Properties of Extreme Value Distributions
- Elimination of Randomization in Certain Statistical Decision Procedures and Zero-Sum Two-Person Games
This page was built for publication: Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps