3 problems
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Consistency and relative efficiency of mixture-based ME-estimators
Mixture-based ME-estimator conjecture. For well-behaved mixing measures , this estimator should be strongly consistent and relatively efficient. The conjecture concerns the th…
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Asymptotic equivalence of pooled-data second-stage estimates for local parameters
In a multistage sampling procedure, consider parameters that are local features of the model and suppose that data from the first and second stages are pooled when computing the se…
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Huber's minimax conjecture for robust M-estimation under contamination
Consider the translation model , where and is a probability density. For a contrast and observations…