On local asymptotic minimaxity and admissibility in robust estimation

DOI10.1214/aos/1176345393zbMath0501.62023OpenAlexW1973049746MaRDI QIDQ1172349

Helmut Rieder

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aos/1176345393

zbMATH Keywords

regular estimatorscontiguitysuperefficiencyrobust estimationlocal asymptotic minimax boundlocal asymptotic admissibilityasymptotic expansion in terms of truncated logarithmic derivativeleast favorable pairs

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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