Asymptotic equivalence of nonparametric regression and white noise model has its limits

Statistics and Probability Letters

Volumn 28, Issue 2, 1996, Pages 143-145

  Efromovich, Sam ^a   Samarov, Alex ^b,c  

^a UNIVERSITY OF NEW MEXICO   (United States)

^b University of Massachusetts Lowell   (United States)

^c MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Filtering; Quadratic functional; Smoothness; Sobolev and H lder classes

Indexed keywords

EID: 0030585538     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00109-3     Document Type: Article

References (6)

1. Brown, L. and M. Low (1992), Asymptotic equivalence of nonparametric regression and white noise. Tech. Report. Cornell Univ. (to appear in Ann. Statist.).
2. Donoho, D.L. and M. Nussbaum (1990), Minimax quadratic estimation of a quadratic functional, J. Complexity 6, 290-323.
3. Efromovich, S. and M.G. Low (1992), On optimal adaptive estimation of a quadratic functional in irregular case, Tech. Report, Univ. New Mexico.
4. Fan, J. (1991), On the estimation of quadratic functionals, Ann. Statist. 19, 1273-1294.
5. Ibragimov, I.A. and R.Z. Khasminskii (1980), Some estimation problems for stochastic differentiable equations, Lecture Notes Control and Inform. Sci. B 25, 2-12.
6. Ibragimov, I.A., A.S. Nemirovskii and R.Z. Khasminskii (1986), Some problems on nonparametric estimation in Gaussian white noise, Theory Probab. Appl. 31, 391-406.