An asymptotic minimax risk bound for estimation of a linear functional relationship

DOI10.1016/0047-259X(84)90035-6MaRDI QIDQ793479zbMATH OpenFDO

Authors Michael Nussbaum

Publication date 1984

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

normal approximationmaximum likelihood estimatorconvergence rateasymptotic minimax risklinear functional relationshiplocally asymptotically minimaxlower bound for the error probabilitymodel with errors in both variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

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• Asymptotic efficiency of estimators of a multivariate linear functional relation¹
• Asymptotic minimax theorems for the sample distribution function
• Consistent Estimates Based on Partially Consistent Observations
• Consistent estimation in the presence of incidental parameters
• Estimating structural and functional relationships
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• Generalized least squares estimation of the functional multivariate linear errors-in-variables model
• On a consistent rank estimate in a linear structural model
• The efficiency of adjusted least squares in the linear functional relationship.
• Estimation of the slope in a linear functional relationship
• Estimation for the nonlinear functional relationship

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