On the limit in the equivalence between heteroscedastic regression and filtering model.

DOI10.1016/S0167-7152(03)00087-7zbMath1116.62339MaRDI QIDQ1423175

Sam Efromovich

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Scale functionAsymptoticDesign density

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

Related Items (2)

Estimation of the density of regression errors ⋮ Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression

Cites Work

• Unnamed Item
• Nonparametric curve estimation. Methods, theory, and applications
• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \(1/2\)
• Random rates in anisotropic regression. (With discussion)
• Recovering edges in ill-posed inverse problems: Optimality of curvelet frames.
• Asymptotic equivalence of nonparametric regression and white noise model has its limits
• Adapting to Unknown Smoothness via Wavelet Shrinkage

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