Asymptotic equivalence for nonparametric generalized linear models
From MaRDI portal
Publication:1393072
DOI10.1007/s004400050166zbMath0953.62039OpenAlexW2020201062MaRDI QIDQ1393072
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
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)
Related Items
Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case, Statistical properties of the method of regularization with periodic Gaussian reproducing kernel, Asymptotic equivalence of spectral density estimation and Gaussian white noise, A continuous Gaussian approximation to a nonparametric regression in two dimensions, A complement to Le Cam's theorem, Estimating linear functionals of a sparse family of Poisson means, Radial basis function regularization for linear inverse problems with random noise, Asymptotic equivalence for nonparametric regression with non-regular errors, Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise, Quantile coupling inequalities and their applications, Minimax hypothesis testing for curve registration, Le cam theory on the comparison of statistical models, Asymptotic equivalence of nonparametric autoregression and nonparametric regression, Regression discontinuity designs, white noise models, and minimax, Asymptotic approximation of nonparametric regression experiments with unknown variances, Asymptotic equivalence for nonparametric regression with multivariate and random design, The Le Cam distance between density estimation, Poisson processes and Gaussian white noise, Robust nonparametric estimation via wavelet median regression, A maxiset approach of a Gaussian noise model, Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift, Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise, General empirical Bayes wavelet methods and exactly adaptive minimax estimation, Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments, Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities, Asymptotic equivalence and adaptive estimation for robust nonparametric regression, Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes, Adaptive drift estimation for nonparametric diffusion model., Multiscale testing of qualitative hypotheses, Random rates in anisotropic regression. (With discussion), Deficiency distance between multinomial and multivariate normal experiments, Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift, A functional Hungarian construction for the sequential empirical process, Curve registration by nonparametric goodness-of-fit testing
