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Minimax Bahadur efficiency for small confidence levels.

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Publication:1130110
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zbMath1038.62501MaRDI QIDQ1130110

Alexander Korostelev, Sergei L. Leonov

Publication date: 19 August 1998

Published in: Problems of Information Transmission (Search for Journal in Brave)



Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)


Related Items (4)

Estimation in discrete parameter models ⋮ A minimaxity criterion in nonparametric regression based on large-deviations probabilities ⋮ Remarks on extremal problems in nonparametric curve estimation ⋮ Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses




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