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

DOI10.1214/aos/1030563986zbMath0932.62061MaRDI QIDQ1807065

Cun-Hui Zhang, Lawrence D. 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

zbMATH Keywords

white noise; density estimation; nonparametric regression; risk equivalence

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62M05: Markov processes: estimation; hidden Markov models

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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
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