Statistics Papers

Document Type

Journal Article

Date of this Version

1998

Publication Source

The Annals of Statistics

Volume

26

Issue

1

Start Page

279

Last Page

287

DOI

10.1214/aos/1030563986

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 ½

Keywords

risk equivalence, nonparametric regression, density estimation, white noise

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Date Posted: 27 November 2017

This document has been peer reviewed.