Asymptotic linearity of minimax estimators
作者:
A.W. Vaart,
期刊:
Statistica Neerlandica
(WILEY Available online 1992)
卷期:
Volume 46,
issue 2‐3
页码: 179-194
ISSN:0039-0402
年代: 1992
DOI:10.1111/j.1467-9574.1992.tb01336.x
出版商: Blackwell Publishing Ltd
关键词: local asymptotic minimax;minimax theorem;asymptotic linearity;local asymptotic normality
数据来源: WILEY
摘要:
The celebrated local asymptotic minimax (LAM) theorem due to HÁjek (1972) also includes the statement that a LAM estimator Is necessarily asymptotically linear. A similar result. is true for semi‐parametric models, but Hájek's result doesn't apply to this case as the efficient influence function is often not contained in the (proper) tangent space. This note gives a simple, elementary proof of both the LAM theorem and the necessity of asymptotic linearity of a LAM estimator seque
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