Asymptotic approximation of nonparametric regression experiments with unknown variances

DOI10.1214/009053606000001613zbMath1147.62034arXiv0710.3647OpenAlexW3103894901MaRDI QIDQ2456015

Andrew V. Carter

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

zbMATH Keywords

variance estimationasymptotic equivalence of experiments

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15)

Related Items (11)

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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