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

Debasis Bhattacharya and 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.

Date: 2006-11
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Published in IMS Lecture Notes--Monograph Series 2006, Vol. 49, 312-321

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:math/0611187

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