Minimum distance estimators
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 10, Tome 339 (2006), pp. 151-162

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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.
@article{ZNSL_2006_339_a9,
     author = {V. N. Solev},
     title = {Minimum distance estimators},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {151--162},
     publisher = {mathdoc},
     volume = {339},
     year = {2006},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a9/}
}
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V. N. Solev. Minimum distance estimators. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 10, Tome 339 (2006), pp. 151-162. http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a9/