Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss
Debasis Bhattacharya, A. K. Basu
Source: Javier Rojo, ed., Optimality: The Second Erich L. Lehmann Symposium (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2006) , 312-321.
Abstract
Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal family of distributions have been investigated under asymmetric loss functions and the asymptotic distribution of the optimal estimator that attains the bound has been obtained.
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Primary Subjects: 62C20, 62F12
Secondary Subjects: 62E20, 62C99
Keywords: locally asymptotically mixture of normal experiment; local asymptotic minimax risk bound; asymmetric loss function
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196283968
Digital Object Identifier: doi:10.1214/074921706000000527
Institute of Mathematical Statistics Lecture Notes - Monograph Series
