Geodesic
Asymptotic optimality of the Bayes estimator on differentiable in quadratic mean models
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 9, Tome 328 (2005), pp. 114-146

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This paper deals with the study of the Bayes estimator's asymptotic properties on differentiable in quadratic mean (DQM) models in the case of independent and identically distributed observations. The investigation is led in order to define weak assumptions on the model under which this estimator is asymptotically efficient, regular and asymptotically of minimal risk. The results of the paper are applied to models based on a mixture distribution, the Cauchy with location and scale parameter's and the Weibull's. 
@article{ZNSL_2005_328_a6,
     author = {H. Lh\'eritier and R. Iasnogorodski},
     title = {Asymptotic optimality of the {Bayes} estimator on differentiable in quadratic mean models},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {114--146},
     publisher = {mathdoc},
     volume = {328},
     year = {2005},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2005_328_a6/}
}
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H. Lhéritier; R. Iasnogorodski. Asymptotic optimality of the Bayes estimator on differentiable in quadratic mean models. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 9, Tome 328 (2005), pp. 114-146. http://geodesic.mathdoc.fr/item/ZNSL_2005_328_a6/