On efficiency of a class of non-parametric estimates
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 738-754
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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.
@article{TVP_1975_20_4_a3,
author = {B. Ya. Levit},
title = {On efficiency of a~class of non-parametric estimates},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {738--754},
year = {1975},
volume = {20},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a3/}
}
B. Ya. Levit. On efficiency of a class of non-parametric estimates. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 738-754. http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a3/