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VOL. 49 | 2006 Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss

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.

Information

Published: 1 January 2006
First available in Project Euclid: 28 November 2007

zbMATH: 1268.62012
MathSciNet: MR2338550

Digital Object Identifier: 10.1214/074921706000000527

Subjects:
Primary: 62C20, 62F12
Secondary: 62C99, 62E20

Rights: Copyright © 2006, Institute of Mathematical Statistics

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