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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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