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

Bhattacharya, Debasis, Visva-Bharati University; Basu, A. K., Calcutta University

doi:10.1214/074921706000000527

VOL. 49 | 2006 Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss

Debasis Bhattacharya, A. K. Basu

Editor(s) Javier Rojo

IMS Lecture Notes Monogr. Ser., 2006: 312-321 (2006) DOI: 10.1214/074921706000000527

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.