Cover Image

The local asymptotic minimax adaptive property of a recursive estimate

A locally asymptotically normal estiamtion problem generated by independent and identically distributed generalized random variables is considered. A recursive estimate based on a stochastic approximation method, a modification of an estimate proposed by Sakrison, is shown to be locally asymptotically minimax. For a nonparametric generalization of the estimation problem, a modification of the estimate is shown locally asymptotically minimax adaptive.
Year of publication:
1988
Authors: Fabian, Václav
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1988, 6, p. 383-388
Publisher: Elsevier
Keywords: adaptive estimate independent and identically distributed locally asymptotic minimax locally asymptotically normal nonparametric recursive stochastic approximation
Online Resource
Check full text access |
Check Google Scholar
In libraries world-wide (WorldCat)
In German libraries (KVK)
subito order
I need help
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005254533
Similar items by person