A complement to Le Cam's theorem
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Publication:2642744
DOI10.1214/009053607000000091zbMath1194.62007arXiv0708.2233OpenAlexW2069375194MaRDI QIDQ2642744
Publication date: 4 September 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.2233
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15)
Related Items
The root-unroot algorithm for density estimation as implemented via wavelet block thresholding ⋮ Asymptotic equivalence of spectral density estimation and Gaussian white noise ⋮ Gaussianization machines for non-Gaussian function estimation models ⋮ The Le Cam distance between density estimation, Poisson processes and Gaussian white noise ⋮ Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities ⋮ Local comparison of empirical distributions via nonparametric regression
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- Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
- Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \(1/2\)
- On the information contained in additional observations
- Sufficiency and Approximate Sufficiency
- On the Maximum Deviation of the Sample Density
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