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.
|Title of host publication||Probability Theory and Mathematical Statistics|
|Number of pages||12|
|State||Published - 1 Jan 2020|
Bibliographical notePublisher Copyright:
© Z.M. Landsman and B.Ya. Levit. 1990.
ASJC Scopus subject areas
- Mathematics (all)