Local asymptotic minimax risk bounds for asymmetric loss functions

DOI10.1214/AOS/1176325356zbMath0804.62032OpenAlexW1987521878MaRDI QIDQ1327831

Yoshiji Takagi

Publication date: 29 June 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176325356

zbMATH Keywords

asymptotic normalityasymptotic biaslocal asymptotic normalityoptimal estimatorasymmetric loss functionslocal asymptotic minimax risk boundshift of location

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Minimax procedures in statistical decision theory (62C20)

Related Items (7)

Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps ⋮ Minimax invariant estimator of continuous distribution function under LINEX loss ⋮ Stein-type improved estimation of standard error under asymmetric LINEX loss function ⋮ On Characterization of Second-Order Asymptotic Optimality Under Asymmetric Loss Functions: Loss Coefficient Vector and Admissibility ⋮ A note on almost unbiased generalized ridge regression estimator under asymmetric loss ⋮ Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted ⋮ On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss

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