Abstract
For a particular pseudoloss function, local asymptotic minimaxity and admissibility in the sense of Hajek and Le Cam are studied when probability measures are replaced by certain capacities ($\epsilon$-contamination, total variation). A minimax bound for arbitrary estimator sequences is established, admissibility of minimax estimators is proved, and it is shown that minimax estimators must necessarily have an asymptotic expansion in terms of a truncated logarithmic derivative.
Citation
Helmut Rieder. "On Local Asymptotic Minimaxity and Admissibility in Robust Estimation." Ann. Statist. 9 (2) 266 - 277, March, 1981. https://doi.org/10.1214/aos/1176345393
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