|
Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 2, Pages 425–431
(Mi tvp3949)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On a characteristic of the accuracy of estimating a distribution density
I. A. Ibragimov St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
Within the framework of the scheme of independently observed random elements $X_1,\ldots,X_n$ with densities $p(x;\theta)$, $\theta\in\Theta$, the question is studied as to what extent is the possible asymptotic accuracy of the estimation related to the complex structure of the parameter set $\Theta$.
Keywords:
estimation of a distribution density, asymptotic difficulty of an estimation problem, minimal risk, measure of complexity of the parameter set, Kolmogorov diameters.
Received: 21.12.1992
Citation:
I. A. Ibragimov, “On a characteristic of the accuracy of estimating a distribution density”, Teor. Veroyatnost. i Primenen., 38:2 (1993), 425–431; Theory Probab. Appl., 38:2 (1993), 355–360
Linking options:
https://www.mathnet.ru/eng/tvp3949 https://www.mathnet.ru/eng/tvp/v38/i2/p425
|
Statistics & downloads: |
Abstract page: | 235 | Full-text PDF : | 65 | First page: | 20 |
|