Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation)

DOI10.1214/AOS/1176325759zbMath0824.62023OpenAlexW2074022612MaRDI QIDQ1896239

Marek Kaluszka, Lestaw Gajek

Publication date: 12 November 1995

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

Full work available at URL: https://doi.org/10.1214/aos/1176325759

zbMATH Keywords

lower boundslocation parameterinformation inequalitiesscale parameterleast favorable distributionasymptotic Bayes risksecond-order minimax estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items (3)

Decision-theoretic issues in heterogeneity variance estimation ⋮ Influence of Censorship on the Minimax Risk of Decision Procedures ⋮ Nonexponential Applications of a Global Cramèr-Rao Inequality

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