A continuous Gaussian approximation to a nonparametric regression in two dimensions

zbMath1098.62042MaRDI QIDQ850735

Andrew V. Carter

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1141136654

zbMATH Keywords

density estimationbinningdeficiency distanceasymptotic equivalence of experiments

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case ⋮ Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case ⋮ Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise ⋮ Asymptotic equivalence for nonparametric regression with non-regular errors ⋮ Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise ⋮ Minimax goodness-of-fit testing in multivariate nonparametric regression ⋮ Le cam theory on the comparison of statistical models ⋮ Asymptotic approximation of nonparametric regression experiments with unknown variances ⋮ Asymptotic equivalence for regression under fractional noise ⋮ Asymptotic equivalence for nonparametric regression with multivariate and random design ⋮ Strong Gaussian approximation of the mixture Rasch model ⋮ Asymptotic equivalence for inference on the volatility from noisy observations ⋮ Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise ⋮ Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments ⋮ Optimal inference with a multidimensional multiscale statistic ⋮ Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes

Uses Software

• AS 176

Cites Work

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