Asymptotic approximation of nonparametric regression experiments with unknown variances
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Publication:2456015
DOI10.1214/009053606000001613zbMath1147.62034arXiv0710.3647OpenAlexW3103894901MaRDI QIDQ2456015
Publication date: 17 October 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.3647
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15)
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Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case ⋮ Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise ⋮ Limit experiments of GARCH ⋮ Asymptotic equivalence for nonparametric regression with non-regular errors ⋮ Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise ⋮ Asymptotic equivalence of functional linear regression and a white noise inverse problem ⋮ Le cam theory on the comparison of statistical models ⋮ Regression discontinuity designs, white noise models, and minimax ⋮ Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise ⋮ Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments ⋮ Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
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