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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 4, Pages 738–754 (Mi tvp3338)  

This article is cited in 40 scientific papers (total in 40 papers)

On efficiency of a class of non-parametric estimates

B. Ya. Levit

Moscow
Abstract: For a general class of statistics $T_n$ defined by a relation of the form
$$ \sum_{i=1}^n\psi(X_i,T_n)=0, $$
where $X_i$ are observations, a number of results is proved which show that $T_n$ (or, in some cases, their appropriate modifications $T_n^*$) are locally asymptotically minimax estimates of the corresponding functional $\Phi(F)$ of the unknown distribution $F$ provided the family of all admissible distributions $F$ is sufficiently large.
Received: 06.12.1973
English version:
Theory of Probability and its Applications, 1976, Volume 20, Issue 4, Pages 723–740
DOI: https://doi.org/10.1137/1120081
Bibliographic databases:
Language: Russian
Citation: B. Ya. Levit, “On efficiency of a class of non-parametric estimates”, Teor. Veroyatnost. i Primenen., 20:4 (1975), 738–754; Theory Probab. Appl., 20:4 (1976), 723–740
Citation in format AMSBIB
\Bibitem{Lev75}
\by B.~Ya.~Levit
\paper On efficiency of a~class of non-parametric estimates
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 4
\pages 738--754
\mathnet{http://mi.mathnet.ru/tvp3338}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=403052}
\zmath{https://zbmath.org/?q=an:0367.62041}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 20
\issue 4
\pages 723--740
\crossref{https://doi.org/10.1137/1120081}
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  • https://www.mathnet.ru/eng/tvp/v20/i4/p738
  • This publication is cited in the following 40 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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