Local asymptotic minimax properties of Pitman estimates

DOI10.1007/BF00531826zbMath0471.62031MaRDI QIDQ3924986

Helmut Strasser

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

translation invariant experimentsPitman estimatesweak convergence of experimentsEuclidean parameter spaceslocal asymptotic minimax properties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items

Minimaxity of Pitman estimators, A characterization of translation-invariant experiments admitting adaptive estimates, Translation invariant statistical experiments with independent increments, The local asymptotic minimax adaptive property of a recursive estimate, The limiting log-likelihood process for discontinuous density families

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Einige Bemerkungen zur Theorie der maximum probability Schätzer
• Convergence of estimates. I, II
• The weak convergence of likelihood ratio random fields and its applications
• Convergence of estimates under dimensionality restrictions
• Global asymptotic properties of risk functions in estimation
• Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
• Sufficiency and Approximate Sufficiency
• On Bayes procedures
• Estimation of the Location of the Cusp of a Continuous Density
• A characterization of limiting distributions of regular estimates
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates