A characterization of translation-invariant experiments admitting adaptive estimates

DOI10.1016/0047-259X(88)90038-3zbMath0651.62026WikidataQ59255217 ScholiaQ59255217MaRDI QIDQ1106582

Georg Ch. Pflug, Wilfried Grossmann

Publication date: 1988

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

zbMATH Keywords

semi-parametric modelsminimax riskminimax boundslimit experimentsadaptive estimatestranslation invariant experimentsadaptivity propertyexistence of independent posterior distributionslocal asymptotic (mixed) normal experimentsPitman estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Information and asymptotic efficiency in parametric-nonparametric models
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• On adaptive estimation
• On estimation and adaptive estimation for locally asymptotically normal families
• Local asymptotic minimax properties of Pitman estimates
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A characterization of translation-invariant experiments admitting adaptive estimates