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Another Look at Differentiability in Quadratic Mean

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Abstract

This note revisits the delightfully subtle interconnections between three ideas: differentiability, in an S 2 sense, of the square-root of a probability density; local asymptotic normality; and contiguity.

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References

  • Ibragimov, I. A. & Has’minskii, R. Z. (1981), Statistical Estimation: Asymptotic Theory, Springer-Verlag, New York.

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  • Millar, P. W. (1983), ‘The minimax principle in asymptotic statistical theory’, Springer Lecture Notes in Mathematics pp. 75–265.

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© 1997 Springer Science+Business Media New York

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Pollard, D. (1997). Another Look at Differentiability in Quadratic Mean. In: Pollard, D., Torgersen, E., Yang, G.L. (eds) Festschrift for Lucien Le Cam. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1880-7_19

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  • DOI: https://doi.org/10.1007/978-1-4612-1880-7_19

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-7323-3

  • Online ISBN: 978-1-4612-1880-7

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