Vanishing Fisher Information

被引：0

作者：

Chris A. J. Klaassen

Andries J. Lenstra

机构：

[1] Universiteit van Amsterdam,Korteweg–de Vries Institute for Mathematics

[2] EURANDOM,undefined

来源：

Acta Applicandae Mathematica | 2003年 / 78卷

关键词：

uniform ; -consistency; Fisher information; spread inequality;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

There are consistently estimable parameters of interest whose semiparametric Fisher information vanishes at some points of the model in question. Here we investigate how bad this is for estimation.

引用

页码：193 / 200

页数：7

共 5 条

[1]

Fabian V.(1982)On estimation and adaptive estimation for locally asymptotically normal families Z. Wahrsch. Verw. Gebiete 59 459-478

[2]

Hannan J.(1972)Local asymptotic minimax and admissibility in estimation Proc. Sixth Berkeley Symposium on Mathem. Statist. and Probab. 1970 1 175-194

[3]

Hájek J.(1989)Estimators and spread Ann. Statist. 17 859-867

[4]

Klaassen C. A. J.(1989)The asymptotic spread of estimators J. Statist. Plann. Inference 23 267-285

[5]

Klaassen C. A. J.(undefined)undefined undefined undefined undefined-undefined

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