Second order minimax estimation: The nuisance parameters and hypoelliptic operators

Z. M. Landsman, B. Ya Levit

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review


The second order evaluation of the minimax risk in the presence of nuisance parameters is considered and second order optimal estimates are constructed. The second order asymptotics of minimax risk is expressed through the solution of the first eigen-value problem for the semielliptic differential operator. The operator becomes elliptic when nuisance parameters are absent. That is the essential distinction between these two cases.

Original languageEnglish
Title of host publicationProbability Theory and Mathematical Statistics
PublisherDe Gruyter
Number of pages12
ISBN (Electronic)9783112319024
ISBN (Print)9783112307892
StatePublished - 1 Jan 2020
Externally publishedYes

Bibliographical note

Publisher Copyright:
© Z.M. Landsman and B.Ya. Levit. 1990.

ASJC Scopus subject areas

  • General Mathematics


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