Information and Asymptotic Efficiency in Parametric-Nonparametric Models
Information and Asymptotic Efficiency in Parametric-Nonparametric Models
Asymptotic lower bounds for estimation of the parameters of models with both parametric and nonparametric components are given in the form of representation theorems (for regular estimates) and asymptotic minimax bounds. The methods used involve: (i) the notion of a "Hellinger-differentiable (root-) density", where part of the differentiation is with …