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  • 标题:The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities
  • 本地全文:下载
  • 作者:Mikhail Ermakov
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2012
  • 卷号:6
  • 页码:2150-2184
  • DOI:10.1214/12-EJS742
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要: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.
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