On Density Estimation under Relative Entropy Loss Criterion

被引：0
|
作者：
M. V. Burnashev
S. Amari
机构：
来源：
Problems of Information Transmission | 2002年 / 38卷 / 4期
关键词：
Entropy; System Theory; Density Estimation; Estimation Problem; Parameter Family;
D O I：
10.1023/A:1022002029826
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：323 / 346
页数：23
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