Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss

Bhattacharya, Debasis; Basu, A. K.

Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal experiments under asymmetric loss

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Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal family of distributions have been investigated under asymmetric loss functions and the asymptotic distribution of the optimal estimator that attains the bound has been obtained.
Published at http://dx.doi.org/10.1214/074921706000000527 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)