A characterization of translation-invariant experiments admitting adaptive estimates
Statistical experiments possess the property of adaptivity, if the ignorance of a nuisance parameter does not cause any loss in efficiency. In order to include a large variety of cases, the efficiency is measured in terms of minimax bounds. It is shown that a necessary and sufficient condition for adaptivity of translation invariant experiments is that the parameter of interest and the nuisance parameter are a.s. independent w.r.t. the posterior distributions.
Year of publication: |
1988
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Authors: | Pflug, Georg Ch. ; Grossmann, Wilfried |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 24.1988, 2, p. 237-251
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Publisher: |
Elsevier |
Keywords: | adaptivity minimax bounds Pitman estimates semi-parametric models |
Saved in:
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