An example is provided to show that the natural asymptotic equivalence does not hold between any pairs of three nonparametric experiments: density problem, white noise with drift and nonparametric regression, when the smoothness index of the unknown nonparametric function class is ½
Publié le : 1998-02-14
Classification:
Risk equivalence,
nonparametric regression,
density estimation,
white noise,
62G07,
62G20,
62M05
@article{1030563986,
author = {Brown, Lawrence D. and Zhang, Cun-Hui},
title = {Asymptotic nonequivalence of nonparametric experiments when the smoothness index is 1/2 },
journal = {Ann. Statist.},
volume = {26},
number = {3},
year = {1998},
pages = { 279-287},
language = {en},
url = {http://dml.mathdoc.fr/item/1030563986}
}
Brown, Lawrence D.; Zhang, Cun-Hui. Asymptotic nonequivalence of nonparametric experiments when the smoothness index is ½. Ann. Statist., Tome 26 (1998) no. 3, pp. 279-287. http://gdmltest.u-ga.fr/item/1030563986/