Convergence rates of estimators of a finite parameter: How small can error probabilities be?

DOI10.1214/AOS/1176346070zbMath0506.62020OpenAlexW2021544941MaRDI QIDQ1836939

Andrew. L. Rukhin

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1214/aos/1176346070

zbMATH Keywords

convergence ratesKullback-Leibler informationerror probabilitiesBahadur boundasymptotical inadmissibility of maximum likelihood estimatorasymptotically minimax proceduresconstant riskfinite-valued parameterweighted maximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Minimax procedures in statistical decision theory (62C20) Statistical aspects of information-theoretic topics (62B10) Admissibility in statistical decision theory (62C15)

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