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

• 成果类型: Article
• 署名作者: Brown, LD; Zhang, CH
• 署名单位: University of Pennsylvania; Rutgers University System; Rutgers University New Brunswick
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 279-287
• 关键词: white-noise; EQUIVALENCE; regression

摘要

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 1/2.