On Asymptotic Minimax Estimates of the Second Order

DOI10.1137/1125066zbMath0494.62035OpenAlexW2012263093MaRDI QIDQ3957791

B. Ya. Levit

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1137/1125066

zbMATH Keywords

asymptotic expansionGaussian distributionminimax risksecond order asymptotically minimax estimators

Mathematics Subject Classification ID

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

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Minimax recovery of blurred signal from discrete noisy data ⋮ A new approach to default priors and robust bayes methodology ⋮ The asymptotic spread of estimators ⋮ A Bayesian approach to the estimation of maps between Riemannian manifolds ⋮ Minimax estimation of a bounded squared mean ⋮ An asymptotic minimax theorem of order \(n^{-1/2}\) ⋮ Energy of taut strings accompanying Wiener process

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