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Problemy Peredachi Informatsii, 2002, Volume 38, Issue 4, Pages 85–112
(Mi ppi1326)
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This article is cited in 1 scientific paper (total in 1 paper)
Methods of Signal Processing
On Density Estimation under Relative Entropy Loss Criterion
M. V. Burnashev, Sh. Amari
Abstract:
A density estimation problem under relative entropy loss criterion is considered. When the densities estimated constitute a $d$-dimensional smooth parameter family, an exact asymptotics of the minimax risk is established.
Received: 21.05.2002
Citation:
M. V. Burnashev, Sh. Amari, “On Density Estimation under Relative Entropy Loss Criterion”, Probl. Peredachi Inf., 38:4 (2002), 85–112; Problems Inform. Transmission, 38:4 (2002), 323–246
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https://www.mathnet.ru/eng/ppi1326 https://www.mathnet.ru/eng/ppi/v38/i4/p85
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Abstract page: | 227 | Full-text PDF : | 95 | References: | 40 |
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