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Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss

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  • Debasis Bhattacharya
  • A. K. Basu

Abstract

Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal family of distributions have been investigated under asymmetric loss functions and the asymptotic distribution of the optimal estimator that attains the bound has been obtained.

Suggested Citation

  • Debasis Bhattacharya & A. K. Basu, 2006. "Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss," Papers math/0611187, arXiv.org.
    • Handle: RePEc:arx:papers:math/0611187
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    File URL: http://arxiv.org/pdf/math/0611187
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    Cited by:

    1. Marc Hallin & Ramon van den Akker & Bas Werker, 2013. "On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result," Working Papers ECARES ECARES 2013-34, ULB -- Universite Libre de Bruxelles.

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