Asymptotic nonequivalence of nonparametric experiments when the smoothness index is 1/2

Annals of Statistics

Volumn 26, Issue 1, 1998, Pages 279-287

  Brown, Lawrence D ^a   Zhang, Cun Hui ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Density estimation; Nonparametric regression; Risk equivalence; White noise

Indexed keywords

EID: 0032387073     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (5)

1. BROWN, L. D. and LOW, M. G. (1996). Asymptotic equivalence of nonparametric regression and white noise. Ann. Statist. 24 2384-2398.
2. BROWN, L. D. and ZHANG, C.-H. (1996). Coupling inequalities for some random design matrices and asymptotic equivalence of nonparametric regression and white noise. Preprint.
3. EFROMOVICH, S. and SAMAROV, A. (1996). Asymptotic equivalence of nonparametric regression and white noise has its limits. Statist. Probab. Lett. 28 143-145.
4. NUSSBAUM, M. (1996). Asymptotic equivalence of density estimation and white noise. Ann. Statist. 24 2399-2430.
5. ROBBINS, H. (1951). Asymptotically subminimax solutions of compound statistical decision problems. Proc. Second Berkeley Symp. Math. Statist. Probab. 1 131-148. Univ. California Press, Berkeley.