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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1993 Volume 38, Issue 2, Pages 425–431 (Mi tvp3949)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1993, 38:2, 355–360

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