Asymptotic minimax estimation in semiparametric models
The author considers the problem of efficient and minimax estimation of score functions and the parametric components in semiparametric models. Sufficient conditions are given under which the estimator is asymptotically efficient, i.e., it has asymptotic normal distribution with minimum variance. The estimator is also shown to be asymptotically minimax under convex loss functions. A few examples are discussed.
scientific article; zbMATH DE number 4215165
scientific article