Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities

DOI10.1214/18-AIHP946zbMath1436.62155arXiv1802.03425MaRDI QIDQ2291968

Kolyan Ray, Johannes Schmidt-Hieber

Publication date: 31 January 2020

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.03425

zbMATH Keywords

density estimationGaussian white noise modelasymptotic equivalencesmall densities

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) White noise theory (60H40)

Related Items (2)

The Le Cam distance between density estimation, Poisson processes and Gaussian white noise ⋮ Optimal rates of entropy estimation over Lipschitz balls

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