Asymptotic equivalence of nonparametric regression and white noise model has its limits
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Publication:1916245
DOI10.1016/0167-7152(95)00109-3zbMath0849.62023OpenAlexW1988914567MaRDI QIDQ1916245
Publication date: 1 September 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00109-3
filteringsmoothnessnonparametric regressionquadratic functionalfunctional estimationHölder classesSobolev classessignal-in-white-noise model
Related Items (13)
Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case ⋮ Gaussianization machines for non-Gaussian function estimation models ⋮ Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise ⋮ Le cam theory on the comparison of statistical models ⋮ On the limit in the equivalence between heteroscedastic regression and filtering model. ⋮ The Le Cam distance between density estimation, Poisson processes and Gaussian white noise ⋮ Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift ⋮ Minimax nonparametric testing in a problem related to the Radon transform ⋮ Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise ⋮ Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities ⋮ Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \(1/2\) ⋮ Asymptotic equivalence theory for nonparametric regression with random design ⋮ Recovering edges in ill-posed inverse problems: Optimality of curvelet frames.
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