Limits of translation invariant experiments (Q1088319)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limits of translation invariant experiments |
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Limits of translation invariant experiments (English)
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1986
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The main result establishes necessary and sufficient conditions for the local approximation of a sequence of product experiments by Gaussian shifts with respect to weak convergence. One such necessary and sufficient condition is that the square of the Hellinger metric be regularly varying at zero with exponent two, provided that the experiment is translation invariant. The proofs are based on a transformation for binary experiments which transform has close relation to positive definite functions.
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local asymptotic normality
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limit experiments
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translation invariance
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stability
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necessary and sufficient conditions
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local approximation
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product experiments
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Gaussian shifts
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weak convergence
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Hellinger metric
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regularly varying
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binary experiments
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positive definite functions
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