Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities
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Publication:2291968
Abstract: It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities are sufficiently smooth and uniformly bounded away from zero. We show that a uniform lower bound, whose size we sharply characterize, is in general necessary for asymptotic equivalence to hold.
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Cited in
(6)- Asymptotic equivalence of spectral density estimation and Gaussian white noise
- Small Cocircuits in Minimally Vertically 4-Connected Matroids
- A complement to Le Cam's theorem
- Asymptotic equivalence of density estimation and Gaussian white noise
- The Le Cam distance between density estimation, Poisson processes and Gaussian white noise
- Optimal rates of entropy estimation over Lipschitz balls
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