The local asymptotic minimax adaptive property of a recursive estimate

DOI10.1016/0167-7152(88)90096-XzbMath0663.62039MaRDI QIDQ1114255

Václav Fabian

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

recursive estimatelocally asymptotically minimaxadaptive estimateindependent and identically distributed generalized random variableslocally asymptotically normal estimation problemnonparametric generalization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic approximation (62L20)

Related Items

Stochastic approximation of global minimum points ⋮ Asymptotically efficient recursive estimation for incomplete data models using the observed information.

Cites Work

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• On Asymptotic Normality in Stochastic Approximation
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates

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