Asymptotic nonequivalence of nonparametric experiments when the smoothness index is 1/2
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Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \(1/2\)
Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \(1/2\)
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Cites work
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- scientific article; zbMATH DE number 3068128 (Why is no real title available?)
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(23)- Lower bound for estimation of Sobolev densities of order less \(1/2\)
- On the limit in the equivalence between heteroscedastic regression and filtering model.
- The Le Cam distance between density estimation, Poisson processes and Gaussian white noise
- Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
- Asymptotic equivalence theory for nonparametric regression with random design
- Deficiency distance between multinomial and multivariate normal experiments
- Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
- Adaptive Bayesian density estimation in sup-norm
- Gaussianization machines for non-Gaussian function estimation models
- Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities
- On testing for serial correlation of unknown form using wavelet thresholding
- Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments
- A complement to Le Cam's theorem
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
- Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
- On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise
- Le Cam theory on the comparison of statistical models
- Asymptotic equivalence of functional linear regression and a white noise inverse problem
- A continuous Gaussian approximation to a nonparametric regression in two dimensions
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
- Asymptotic equivalence for nonparametric regression with multivariate and random design
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