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  • Search: subject:"Asymptotic minimax theorem"
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Year of publication
Subject
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Asymptotic minimax theorem 1 Hellinger distance 1 Semiparametric efficiency 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Evdokimov, Kirill 1 Kitamura, Yuichi 1 Otsu, Taisuke 1
Institution
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Cowles Foundation for Research in Economics, Yale University 1
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Cowles Foundation Discussion Papers 1
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RePEc 1
Showing 1 - 1 of 1
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Robustness, Infinitesimal Neighborhoods, and Moment Restrictions
Kitamura, Yuichi; Otsu, Taisuke; Evdokimov, Kirill - Cowles Foundation for Research in Economics, Yale University - 2009
This paper is concerned with robust estimation under moment restrictions. A moment restriction model is semiparametric and distribution-free, therefore it imposes mild assumptions. Yet it is reasonable to expect that the probability law of observations may have some deviations from the ideal...
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