An asymptotic minimax theorem of order \(n^{-1/2}\) (Q581954)
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scientific article; zbMATH DE number 4129807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic minimax theorem of order \(n^{-1/2}\) |
scientific article; zbMATH DE number 4129807 |
Statements
An asymptotic minimax theorem of order \(n^{-1/2}\) (English)
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1988
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The asymptotic minimax theorem of LeCam and Hájek is refined by inclusion of terms of order \(n^{-1/2}\), and it is shown under some regular conditions that superefficiency of order \(0(n^{-1/2})\) is impossible on all neighborhoods of the true parameter which are of the order \(n^{-1/4}\). This provides more precise information concerning the local properties of superefficient estimator sequences.
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asymptotic minimax theorem
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superefficiency
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local properties of superefficient estimator sequences
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