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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 351, Pages 129–140
(Mi znsl30)
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This article is cited in 3 scientific papers (total in 3 papers)
On semiparametric inference in moderate deviation zone
M. S. Ermakov Saint-Petersburg State University
Abstract:
In [11], we show that Hajek–Le Cam lower bound for asymptotic efficiency in estimation and lower bound for Pitman efficiency in hypothesis testing can be extended on moderate deviation zone if weak additional assumptions hold. In this paper, we present a version of these results in the semiparametric form.
Received: 08.11.2007
Citation:
M. S. Ermakov, “On semiparametric inference in moderate deviation zone”, Probability and statistics. Part 12, Zap. Nauchn. Sem. POMI, 351, POMI, St. Petersburg, 2007, 129–140; J. Math. Sci. (N. Y.), 152:6 (2008), 869–874
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https://www.mathnet.ru/eng/znsl30 https://www.mathnet.ru/eng/znsl/v351/p129
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Abstract page: | 208 | Full-text PDF : | 53 | References: | 34 |
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