Pflug, Georg Ch.; Grossmann, Wilfried - In: Journal of Multivariate Analysis 24 (1988) 2, pp. 237-251
Statistical experiments possess the property of adaptivity, if the ignorance of a nuisance parameter does not cause any loss in efficiency. In order to include a large variety of cases, the efficiency is measured in terms of minimax bounds. It is shown that a necessary and sufficient condition...