Infinite-dimensional informational bounds
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Submitted 1978 | SovietRxiv: ru-197801.18129 | Original in English | Abstract Only

Abstract

An infinite-dimensional version of the Hajek–Le Cam [1], [2] lower bounds in estimation of the unknown parameter is derived. The result is applied to some classical estimation problems. In particular, lower bounds in estimation of the unknown distribution function are obtained and the asymptotic minimax property of the empiric d. f., stronger than that of [7], is established.

Submission history

Infinite-dimensional informational bounds