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

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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)

Cited In (9)

• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
• A functional Hungarian construction for the sequential empirical process
• The Le Cam distance between density estimation, Poisson processes and Gaussian white noise
• Le cam theory on the comparison of statistical models
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• Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
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• Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
• Adaptive estimation in the linear random coefficients model when regressors have limited variation

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