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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2007 Volume 351, Pages 129–140 (Mi znsl30)

This article is cited in 3 papers

On semiparametric inference in moderate deviation zone

M. S. Ermakov

Saint-Petersburg State University

Abstract: In [11], we show that Hajek–Le Cam lower bound for asymptotic efficiency in estimation and lower bound for Pitman efficiency in hypothesis testing can be extended on moderate deviation zone if weak additional assumptions hold. In this paper, we present a version of these results in the semiparametric form.

UDC: 519.21

Received: 08.11.2007


 English version:
Journal of Mathematical Sciences (New York), 2008, 152:6, 869–874

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