Are there examples of estimators that are minimax, but not efficient? Perhaps, to be more concrete, any of the following:
- (strong) Estimator sequence for each $n$ that is minimax but does not match the Cramer-Rao lower bound for any $n$
- (in-between) Estimator sequence for each $n$ that is minimax but does not match the Cramer-Rao lower bound asymptotically ($n\to\infty$)
- (weak) Estimator sequence that is asymptotically minimax but does not match the Cramer-Rao lower bound asymptotically ($n\to\infty$)
- Converses: Estimator sequence for each $n$ that matches the Cramer-Rao lower bound for each $n$, but is not minimax for any $n$ (or asymptotically)