Date of this Version
The Annals of Statistics
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
risk equivalence, nonparametric regression, density estimation, white noise
Brown, L. D., & Zhang, C. (1998). Asymptotic Nonequivalence of Nonparametric Experiments When the Smoothness Index is ½. The Annals of Statistics, 26 (1), 279-287. http://dx.doi.org/10.1214/aos/1030563986
Date Posted: 27 November 2017
This document has been peer reviewed.