Infinite-dimensional informational bounds
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 2, pp. 388-394
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An infinite-dimensional version of the Hajek–Le Cam [1], [2] lower bounds in estimation of the unknown parameter is derived. The result is applied to some classical estimation problems. In particular, lower bounds in estimation of the unknown distribution function are obtained and the asymptotic minimax property of the empiric d. f., stronger than that of [7], is established.
@article{TVP_1978_23_2_a12,
author = {B. Ya. Levit},
title = {Infinite-dimensional informational bounds},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {388--394},
year = {1978},
volume = {23},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a12/}
}
B. Ya. Levit. Infinite-dimensional informational bounds. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 2, pp. 388-394. http://geodesic.mathdoc.fr/item/TVP_1978_23_2_a12/