Geodesic
On efficiency of a class of non-parametric estimates
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 738-754 
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/
@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/}
}
TY  - JOUR
AU  - B. Ya. Levit
TI  - On efficiency of a class of non-parametric estimates
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1975
SP  - 738
EP  - 754
VL  - 20
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a3/
LA  - ru
ID  - TVP_1975_20_4_a3
ER  - 
%0 Journal Article
%A B. Ya. Levit
%T On efficiency of a class of non-parametric estimates
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1975
%P 738-754
%V 20
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a3/
%G ru
%F TVP_1975_20_4_a3

Voir la notice de l'article provenant de la source Math-Net.Ru

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.