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.