Asymptotic equivalence for a model of independent non identically distributed observations

DOI10.1524/STND.21.3.197.23430zbMATH Open1054.62003OpenAlexW2263570756MaRDI QIDQ4451685FDOQ4451685

Authors Michael Jähnisch, Michael Nussbaum 

Publication date 1 March 2004

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.21.3.197.23430

zbMATH Keywords

regression modelsdeficiency distancenonparametric experimentssequential empirical processHungarian constructionlikelihood processglobal Gaussian approximation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15)

Recommendations

• scientific article; zbMATH DE number 1948537
• Asymptotic equivalence for nonparametric generalized linear models
• scientific article; zbMATH DE number 1747146
• Asymptotic equivalence of density estimation and Gaussian white noise
• Asymptotic equivalence of nonparametric regression and white noise

Cited in

(10)

• Adaptive estimation in the linear random coefficients model when regressors have limited variation
• scientific article; zbMATH DE number 1948537 (Why is no real title available?)
• A functional Hungarian construction for the sequential empirical process
• Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
• Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
• Le Cam theory on the comparison of statistical models
• The Le Cam distance between density estimation, Poisson processes and Gaussian white noise
• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
• Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities
• scientific article; zbMATH DE number 1747146 (Why is no real title available?)

This page was built for publication: Asymptotic equivalence for a model of independent non identically distributed observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4451685)