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Zapiski Nauchnykh Seminarov POMI, 2006, Volume 339, Pages 151–162
(Mi znsl163)
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Minimum distance estimators
V. N. Solev St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
In the paper the estimation problem for unknown density on independent observations is
considered. We use the minimum distance estimation method. It is shown, that the accuracy of
estimating is connected to the rate of increase of the
entropy of parametrical set.
Received: 28.11.2006
Citation:
V. N. Solev, “Minimum distance estimators”, Probability and statistics. Part 10, Zap. Nauchn. Sem. POMI, 339, POMI, St. Petersburg, 2006, 151–162; J. Math. Sci. (N. Y.), 145:2 (2007), 4923–4930
Linking options:
https://www.mathnet.ru/eng/znsl163 https://www.mathnet.ru/eng/znsl/v339/p151
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Abstract page: | 289 | Full-text PDF : | 85 | References: | 42 |
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