Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities
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Publication:2291968
DOI10.1214/18-AIHP946zbMATH Open1436.62155arXiv1802.03425MaRDI QIDQ2291968FDOQ2291968
Authors: Kolyan Ray, Johannes Schmidt-Hieber 
Publication date: 31 January 2020
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1802.03425
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Cited In (6)
- Optimal rates of entropy estimation over Lipschitz balls
- Asymptotic equivalence of density estimation and Gaussian white noise
- The Le Cam distance between density estimation, Poisson processes and Gaussian white noise
- Asymptotic equivalence of spectral density estimation and Gaussian white noise
- A complement to Le Cam's theorem
- Small Cocircuits in Minimally Vertically 4-Connected Matroids
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