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Asymptotic minimax bounds for sequential estimators of parameters in a locally asymptotically quadratic family. (English) Zbl 0982.62067
Summary: Locally asymptotic minimax risk bounds for estimators of parameters for locally asymptotically quadratic (LAQ) families of distributions have been investigated under symmetric loss function. The behaviour of sequential estimators in this connection has also been studied.

MSC:
62L12 Sequential estimation
62F12 Asymptotic properties of parametric estimators
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