Asymptotic nonequivalence of nonparametric experiments when the smoothness index is 1/2

DOI10.1214/AOS/1030563986zbMATH Open0932.62061OpenAlexW2041704562MaRDI QIDQ1807065FDOQ1807065

Cun-Hui Zhang, Lawrence Brown

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1030563986

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zbMATH Keywords

density estimationnonparametric regressionwhite noiserisk equivalence

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• Asymptotic equivalence of nonparametric regression and white noise model has its limits
• Title not available (Why is that?)

Cited In (23)

• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
• On testing for serial correlation of unknown form using wavelet thresholding
• Asymptotic equivalence of functional linear regression and a white noise inverse problem
• The Le Cam distance between density estimation, Poisson processes and Gaussian white noise
• A continuous Gaussian approximation to a nonparametric regression in two dimensions
• Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
• Asymptotic equivalence for nonparametric regression with multivariate and random design
• Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
• On the limit in the equivalence between heteroscedastic regression and filtering model.
• Le cam theory on the comparison of statistical models
• Asymptotic equivalence theory for nonparametric regression with random design
• Deficiency distance between multinomial and multivariate normal experiments
• Lower bound for estimation of Sobolev densities of order less \(1/2\)
• Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities
• Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments
• A complement to Le Cam's theorem
• Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
• Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
• Adaptive Bayesian density estimation in sup-norm
• Gaussianization machines for non-Gaussian function estimation models
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
• Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
• On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise

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