
We consider the minimax rate of testing (or estimation) of non-linear functionals defined on semiparametric models. Existing methods appear not capable of determining a lower bound on the minimax rate of testing (or estimation) for certain functionals of interest. In particular, if the semiparametric model is indexed by several infinite-dimensional parameters. To cover these examples we extend the approach of [1], which is based on comparing a "true distribution" to a convex mixture of perturbed distributions to a comparison of two convex mixtures. The first mixture is obtained by perturbing a first parameter of the model, and the second by perturbing in addition a second parameter. We apply the new result to two examples of semiparametric functionals:the estimation of a mean response when response data are missing at random, and the estimation of an expected conditional covariance functional.
Nonlinear functional, Hellinger distance, Minimax procedures in statistical decision theory, nonparametric estimation, Hellinger affinity, nonlinear functional, missing data, mixtures, Asymptotic properties of nonparametric inference, 62G05, 62F25, Nonparametric estimation, 62G20
Nonlinear functional, Hellinger distance, Minimax procedures in statistical decision theory, nonparametric estimation, Hellinger affinity, nonlinear functional, missing data, mixtures, Asymptotic properties of nonparametric inference, 62G05, 62F25, Nonparametric estimation, 62G20
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