Minimum complexity density estimation

DOI10.1109/18.86996zbMath0743.62003OpenAlexW2095734615MaRDI QIDQ3981153

Publication date: 26 June 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/89abe70d94307ec06369febd092a418ce1afd7ce

zbMATH Keywords

rate of convergence convergence rates model selection Kolmogorov complexity minimum description-length principle universal data compression index of resolvability bounds on redundancy discovery of probability laws infinitely complex densities minimum complexity density estimators resolvability of functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)

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