Asymptotic nonequivalence of nonparametric experiments when the smoothness index is ½
Authors:
- Lawrence D. BrownLBLawrence D. Brown
- Cun-Hui ZhangCZCun-Hui Zhang
Open Access
- 1 February 1998
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 26 (1) , 279-287
Abstract
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 ½Keywords
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