On minimax estimation in the presence of side information about remote data
type: Item
instance of: scholarly article
title: On minimax estimation in the presence of side information about remote data
zbMATH Open document ID: 0712.62023
author: M. V. Burnashev
author: Rudolf Ahlswede
published in: The Annals of Statistics
publication date: 1990-01-01T00:00:00Z
review text: The authors investigate the effect of partial side information on remote data in estimation of the distribution for a parametric family. The J function with a similar role for the Fisher information is introduced, and the information inequality like the Cramér-Rao inequality for minimax square errors is obtained. The regularity conditions for asymptotic efficiency, that is, the asymptotic achievement of the informational bound are discussed.
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62B99
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 4172149
zbMATH Keywords: minimax estimation
zbMATH Keywords: multi-user source coding
zbMATH Keywords: information measures
zbMATH Keywords: partial side information
zbMATH Keywords: remote data
zbMATH Keywords: Fisher information
zbMATH Keywords: information inequality
zbMATH Keywords: Cramér-Rao inequality
zbMATH Keywords: minimax square errors
zbMATH Keywords: asymptotic efficiency
reviewed by: Masafumi Akahira
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176347496
OpenAlex ID: W2027226665
DOI: 10.1214/AOS/1176347496
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description: scientific article; zbMATH DE number 4172149