Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
The paper aims at reconsidering the famous Le Cam LAN theory. The main features of the approach which make it different from the classical one are: (1) the study is non-asymptotic, that is, the sample size is xed and does not tend to infinity; (2) the parametric assumption is possibly...