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