Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss
Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss
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.
Published at http://dx.doi.org/10.1214/074921706000000527 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
- University of Calcutta India
- Visva-Bharati University India
62E20, 62C99, 62C20, locally asymptotically mixture of normal experiment, Mathematics - Statistics Theory, Statistics Theory (math.ST), FOS: Economics and business, asymmetric loss function, Risk Management (q-fin.RM), 62C20, 62F12 (Primary) 62E20, 62C99 (Secondary), FOS: Mathematics, 62F12, local asymptotic minimax risk bound, Quantitative Finance - Risk Management
62E20, 62C99, 62C20, locally asymptotically mixture of normal experiment, Mathematics - Statistics Theory, Statistics Theory (math.ST), FOS: Economics and business, asymmetric loss function, Risk Management (q-fin.RM), 62C20, 62F12 (Primary) 62E20, 62C99 (Secondary), FOS: Mathematics, 62F12, local asymptotic minimax risk bound, Quantitative Finance - Risk Management
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).2 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!