Asymptotic equivalence of density estimation and Gaussian white noise

DOI10.1214/aos/1032181160zbMath0867.62035OpenAlexW2071325635MaRDI QIDQ1354435

Michael Nussbaum

Publication date: 3 August 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032181160

zbMATH Keywords

Gaussian white noiseHungarian constructionempirical processasymptotic minimax riskcurve estimationLe Cam's deficiency distancelikelihood processGaussian regressionbounded lossheteroscedastic Gaussian approximation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Inference from stochastic processes (62M99)

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