Asymptotic lower bounds for risk in robust estimation

DOI10.1214/AOS/1176345198zbMath0453.62032OpenAlexW2053703407MaRDI QIDQ1149208

Rudolf Beran

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345198

zbMATH Keywords

riskrobust estimationminimax riskHellinger metricasymptotic lower boundsFisher information boundactual distributionfitted parametric distributionunbounded loss functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

Related Items (4)

Non- and semiparametric statistics: compared and contrasted ⋮ Efficient robust estimates in parametric models ⋮ Robust estimation via minimum distance methods ⋮ On estimation and adaptive estimation for locally asymptotically normal families

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