Asymptotic equivalence for nonparametric generalized linear models

DOI10.1007/S004400050166zbMath0953.62039OpenAlexW2020201062MaRDI QIDQ1393072

Michael Nussbaum, I. G. Grama

Publication date: 1 February 2001

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050166

zbMATH Keywords

asymptotic equivalencedeficiency distance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15)

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