Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise

DOI10.1155/2009/275308zbMath1201.62049OpenAlexW1970954375WikidataQ58648706 ScholiaQ58648706MaRDI QIDQ609669

Andrew V. Carter

Publication date: 1 December 2010

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227454

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sufficient statistics and fields (62B05)

Related Items

Wavelet deconvolution in a periodic setting with long-range dependent errors ⋮ Asymptotic equivalence for nonparametric regression with non-regular errors ⋮ Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise ⋮ Le cam theory on the comparison of statistical models ⋮ Asymptotic equivalence for regression under fractional noise ⋮ Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise ⋮ Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes

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