IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v46y1992i2-3p179-194.html
   My bibliography  Save this article

Asymptotic linearity of minimax estimators

Author

Listed:
  • A.W. van der Vaart

Abstract

The celebrated local asymptotic minimax (LAM) theorem due to HÁjek (1972) also includes the statement that a LAM estimator Is necessarily asymptotically linear. A similar result. is true for semi‐parametric models, but Hájek's result doesn't apply to this case as the efficient influence function is often not contained in the (proper) tangent space. This note gives a simple, elementary proof of both the LAM theorem and the necessity of asymptotic linearity of a LAM estimator sequence.

Suggested Citation

  • A.W. van der Vaart, 1992. "Asymptotic linearity of minimax estimators," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 46(2‐3), pages 179-194, July.
    • Handle: RePEc:bla:stanee:v:46:y:1992:i:2-3:p:179-194
    DOI: 10.1111/j.1467-9574.1992.tb01336.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9574.1992.tb01336.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9574.1992.tb01336.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:46:y:1992:i:2-3:p:179-194. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.