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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 2, Pages 286–300 (Mi tvp3477)  
This article is cited in 12 scientific papers (total in 12 papers)

On asymptotic optimality of estimators of parameters under the LAQ condition

A. A. Gushchin

Steklov Mathematical Institute, Russian Academy of Sciences
Full-text PDF (2506 kB) Citations (12)
Abstract: In this paper we consider the problem of asymptotic optimality of estimators of parameters under the local asymptotic quadratic condition. It is shown that if the deviation of estimators from the true value is normed by a specially chosen random factor, then the so-called asymptotically centered estimators are asymptotically admissible for the quadratic loss function and have the smallest asymptotic variance among estimators with an asymptotically constant bias.
Keywords: local asymptotic quadratic property, local asymptotic normality, local asymptotic mixed normality, asymptotically centered estimators, Cramér–Rao inequality, Ornstein–Uhlenbeck process, autoregressive process, Galton–Watson branching process.
Received: 03.09.1993
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 2, Pages 261–272
DOI: https://doi.org/10.1137/1140029
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Gushchin, “On asymptotic optimality of estimators of parameters under the LAQ condition”, Teor. Veroyatnost. i Primenen., 40:2 (1995), 286–300; Theory Probab. Appl., 40:2 (1995), 261–272
Citation in format AMSBIB
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\by A.~A.~Gushchin
\paper On asymptotic optimality of estimators of parameters under the LAQ condition
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 2
\pages 286--300
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1346467}
\zmath{https://zbmath.org/?q=an:0898.62031}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 2
\pages 261--272
\crossref{https://doi.org/10.1137/1140029}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VE35900006}
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  • https://www.mathnet.ru/eng/tvp/v40/i2/p286
    • This publication is cited in the following 12 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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