Asymptotic Equivalence Theory for Nonparametric Regression With Random Design

Loading...
Thumbnail Image
Penn collection
Statistics Papers
Degree type
Discipline
Subject
asymptotic equivalence
Le Cam's distance
nonparametric regression
white-noise model
Statistics and Probability
Funder
Grant number
License
Copyright date
Distributor
Related resources
Author
Brown, Lawrence D
Cai, T. Tony
Low, Mark G
Zhang, Cun-Hui
Contributor
Abstract

This paper establishes the global asymptotic equivalence between the nonparametric regression with random design and the white noise under sharp smoothness conditions on an unknown regression or drift function. The asymptotic equivalence is established by constructing explicit equivalence mappings between the nonparametric regression and the white-noise experiments, which provide synthetic observations and synthetic asymptotic solutions from any one of the two experiments with asymptotic properties identical to the true observations and given asymptotic solutions from the other. The impact of such asymptotic equivalence results is that an investigation in one nonparametric problem automatically yields asymptotically analogous results in all other asymptotically equivalent nonparametric problems.

Advisor
Date Range for Data Collection (Start Date)
Date Range for Data Collection (End Date)
Digital Object Identifier
Series name and number
Publication date
2002-01-01
Journal title
The Annals of Statistics
Volume number
Issue number
Publisher
Publisher DOI
Journal Issue
Comments
Recommended citation
Collection