Lower bounds of minimax risk in estimation problems without lan condition

DOI10.1080/17442509208833747zbMath0749.62017OpenAlexW2021830803MaRDI QIDQ3991736

Vladimir Spokoiny

Publication date: 28 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833747

zbMATH Keywords

local asymptotic normalityminimax estimationminimax riskasymptotic convergencefinite-dimensional parameterlower bounds of the asymptotic minimax risknon-classical statistical modelsrandom number of dependent observationsshift experiments

Mathematics Subject Classification ID

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

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