The Sharp Lower Bound of Asymptotic Efficiency of Estimators in the Zone of Moderate Deviation Probabilities
The Sharp Lower Bound of Asymptotic Efficiency of Estimators in the Zone of Moderate Deviation Probabilities
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DOI：
10.1214/12-ejs742
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发表时间：
2012-06
期刊：
影响因子：
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通讯作者：
M. Ermakov
中科院分区：
文献类型：
--
作者：
M. Ermakov
对于中等偏差概率区域，建立了估计量渐进效率的局部渐进极大极小下界。估计参数是多维的。这个下界可以解释为置信估计中渐近有效性的下界。
For the zone of moderate deviation probabilities the local asymptotic minimax lower bound of asymptotic efficiency of estimators is established. The estimation parameter is multidimensional. The lower bound admits the interpretation as the lower bound of asymptotic efficiency in confidence estimation.