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

Debasis Bhattacharya·A. K. Basu
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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.

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Debasis Bhattacharya, A. K. Basu. 2006-11-07. Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss. https://doi.org/10.1214/074921706000000527

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