Asymptotic equivalence of nonparametric regression and white noise

DOI10.1214/aos/1032181159zbMath0867.62022OpenAlexW2016373742MaRDI QIDQ1354433

Lawrence D. Brown, Mark G. Low

Publication date: 5 May 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032181159

zbMATH Keywords

linear estimatorsasymptotic equivalencerisk functionlocal asymptotic minimaxitynonparametric regression problemrisk equivalencewhite noise with drift problems

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Statistical decision theory (62C99)

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