Asymptotic Minimax Parameter Estimation for Nonsymmetric Loss Functions

DOI10.1137/1132022zbMath0637.62028OpenAlexW2073576970MaRDI QIDQ3777236

O. V. Lepskij

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132022

zbMATH Keywords

asymmetric loss functionsnormal populationasymptotical minimax estimators

Mathematics Subject Classification ID

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

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