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On a Non-Parametric Analogue of the Information Matrix

1977; Society for Industrial and Applied Mathematics; Volume: 21; Issue: 4 Linguagem: Inglês

10.1137/1121087

1095-7219

Yu. A. Koshevnik, B. Ya. Levit,

Multi-Criteria Decision Making

Previous article Next article On a Non-Parametric Analogue of the Information MatrixYu. A. Koshevnik and B. Ya. LevitYu. A. Koshevnik and B. Ya. Levithttps://doi.org/10.1137/1121087PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Charles Stein, Efficient nonparametric testing and estimation, Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, 1954–1955, vol. I, University of California Press, Berkeley and Los Angeles, 1956, 187–195 MR0084921 0074.34801 Google Scholar[2] Jaroslav Hájek, Local asymptotic minimax and admissibility in estimation, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. I: Theory of statistics, Univ. California Press, Berkeley, Calif., 1972, 175–194 MR0400513 0281.62010 Google Scholar[3] L. Le Cam, Limits of experiments, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. I: Theory of statistics, Univ. California Press, Berkeley, Calif., 1972, 245–261 MR0415819 0271.62004 Google Scholar[4] B. Levit, On optimality of some statistical estimates, Proceedings of the Prague Symposium on Asymptotic Statistics (Charles Univ., Prague, 1973), Vol. II, Charles Univ., Prague, 1974, 215–238 MR0395037 0351.62023 Google Scholar[5] B. Ya. Levit, On the efficiency of a class of non-parametric estimates, Theory Prob. Applications, 20 (1975), 723–740 10.1137/1120081 0367.62041 LinkGoogle Scholar[6] B. Ja. Levit, Conditional estimation of linear functionals, Problemy Peredači Informacii, 11 (1975), 39–54, (In Russian.) MR0494664 0379.62022 Google Scholar[7] R. v. Mises, On the asymptotic distribution of differentiable statistical functions, Ann. Math. Statistics, 18 (1947), 309–348 MR0022330 0037.08401 CrossrefGoogle Scholar[8] A. A. Filippova, Mises' theorem on the asymptotic behavior of functionals of empirical distribution functions and its statistical applications, Theory Prob. Applications, 7 (1962), 24–57 10.1137/1107003 LinkGoogle Scholar[9] G. Kallianpur, C. R. Rao, Von Mises' functionals and maximum likelihood estimationContributions to Statistics, Pergamon Press, N.Y., 1963 Google Scholar[10] G. Kallianpur and , C. Radhakrishna Rao, On Fisher's lower bound to asymptotic variance of a consistent estimate, Sankhyā, 15 (1955), 331–342; corrigenda 16 (1955), 206 MR0075498 0067.37301 Google Scholar[11] Jacques Neveu, Mathematical foundations of the calculus of probability, Translated by Amiel Feinstein, Holden-Day Inc., San Francisco, Calif., 1965xiii+223 MR0198505 0137.11301 Google Scholar[12] I. A. Ibragimov and , R. Z. Khas'minskii, On sequential estimation, Theory Prob. 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Levit17 July 2006 | Theory of Probability & Its Applications, Vol. 23, No. 2AbstractPDF (711 KB) Volume 21, Issue 4| 1977Theory of Probability & Its Applications History Submitted:14 December 1975Published online:17 July 2006 InformationCopyright © 1977 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1121087Article page range:pp. 738-753ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics