On the le Cam distance between Poisson and Gaussian experiments and the asymptotic properties of Szasz estimators

DOI10.1016/J.JMAA.2021.125033zbMATH Open1462.62772arXiv2010.05146OpenAlexW3127204885MaRDI QIDQ2660486FDOQ2660486

Authors: Frédéric Ouimet 

Publication date: 30 March 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: In this paper, we prove a local limit theorem for the ratio of the Poisson distribution to the Gaussian distribution with the same mean and variance, using only elementary methods (Taylor expansions and Stirling's formula). We then apply the result to derive an upper bound on the Le Cam distance between Poisson and Gaussian experiments, which gives a complete proof of the sketch provided in the unpublished set of lecture notes by Pollard (2010), who uses a different approach. We also use the local limit theorem to derive the asymptotics of the variance for Bernstein c.d.f. and density estimators with Poisson weights on the positive half-line (also called Szasz estimators). The propagation of errors in the literature due to the incorrect estimate in Lemma 2 (iv) of Leblanc (2012) is addressed in the Appendix.

Full work available at URL: https://arxiv.org/abs/2010.05146

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zbMATH Keywords

Poisson distributiondistribution function estimationlocal limit theoremdeficiencyBernstein estimatorcomparison of experiments

Mathematics Subject Classification ID

Density estimation (62G07) Central limit and other weak theorems (60F05) Functional data analysis (62R10)

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Cited In (8)

• A refined continuity correction for the negative binomial distribution and asymptotics of the median
• Asymptotic properties of Dirichlet kernel density estimators
• Application of Bernstein polynomials on estimating a distribution and density function in a triangular array
• Asymptotic properties of Bernstein estimators on the simplex
• A precise local limit theorem for the multinomial distribution and some applications
• Refined normal approximations for the central and noncentral chi-square distributions and some applications
• Refined normal approximations for the Student distribution
• On the rates of asymptotic normality for Bernstein density estimators in a triangular array

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