3 papers
math.ST2017
On minimax nonparametric estimation of signal in Gaussian noise
Mikhail Ermakov
For the problem of nonparametric estimation of signal in Gaussian noise we point out the strong asymptotically minimax estimators on maxisets for linear estimators (see \cite{ker93…
math.ST2012
The Sharp Lower Bound of Asymptotic Efficiency of Estimators in the Zone of Moderate Deviation Probabilities
Mikhail Ermakov
For the zone of moderate deviation probabilities the local asymptotic minimax lower bound of asymptotic efficiency of estimators is established. The estimation parameter is multidi…
math.ST2012
A moderate deviation principle for empirical bootstrap measure
Mikhail Ermakov
We prove two Large deviations principles (LDP) in the zone of moderate deviation probabilities. First we establish LDP for the conditional distributions of moderate deviations of e…