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Problemy Peredachi Informatsii, 1988, Volume 24, Issue 3, Pages 66–82 (Mi ppi710)  
Methods of Signal Processing

Locally Asymptotic Minimax Estimation of One Functional of an Unknown Distribution

M. B. Nevel'son, I. V. Shafranskii
Full-text PDF (1328 kB)
Abstract: We consider nonparametric estimation of one functional of an unknown distribution using an independent sample from this distribution. We construct a procedure similar to the Fisher accumulation method, which is asymptotically optimal in the minimax sense in various classes of loss functions.
Received: 23.05.1986
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.28
Language: Russian
Citation: M. B. Nevel'son, I. V. Shafranskii, “Locally Asymptotic Minimax Estimation of One Functional of an Unknown Distribution”, Probl. Peredachi Inf., 24:3 (1988), 66–82; Problems Inform. Transmission, 24:3 (1988), 224–237
Citation in format AMSBIB
\Bibitem{NevSha88}
\by M.~B.~Nevel'son, I.~V.~Shafranskii
\paper Locally Asymptotic Minimax Estimation of One Functional of an Unknown Distribution
\jour Probl. Peredachi Inf.
\yr 1988
\vol 24
\issue 3
\pages 66--82
\mathnet{http://mi.mathnet.ru/ppi710}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=967743}
\zmath{https://zbmath.org/?q=an:0684.62032}
\transl
\jour Problems Inform. Transmission
\yr 1988
\vol 24
\issue 3
\pages 224--237
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