On the asymptotic information bound

DOI10.1214/aos/1176347377zbMath0698.62033OpenAlexW2022776175MaRDI QIDQ912520

Aad W. van der Vaart

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347377

zbMATH Keywords

local asymptotic normalitytangent conemixture modelsconvolution theoremlower bound resultsasymptotic performance of estimators of smooth functionals in i.i.d. modelslocal asymptotic minimax risklocal limiting distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

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A random linear functional approach to efficiency bounds ⋮ Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps ⋮ On partial linear additive isotonic regression ⋮ Efficient detection of random coefficients in autoregressive models ⋮ A simplified approach to computing efficiency bounds in semiparametric models ⋮ Asymptotic linearity of minimax estimators ⋮ Stein 1956: Efficient nonparametric testing and estimation ⋮ Unnamed Item ⋮ POINT DECISIONS FOR INTERVAL–IDENTIFIED PARAMETERS

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