This article is cited in 24 papers

Short Communications

Infinite-dimensional informational bounds

B. Ya. Levit

Moscow

Abstract: An infinite-dimensional version of the Hajek–Le Cam [1], [2] lower bounds in estimation of the unknown parameter is derived. The result is applied to some classical estimation problems. In particular, lower bounds in estimation of the unknown distribution function are obtained and the asymptotic minimax property of the empiric d. f., stronger than that of [7], is established.

Received: 29.09.1976

 English version: Theory of Probability and its Applications, 1979, 23:2, 371–377

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