Arbeitspapier
Constructive asymptotic equivalence of density estimation and Gaussian white noise
A recipe is provided for producing, from a sequence of procedures in the Gaussian regression model, an asymptotically equivalent sequence in the density estimation model with i. i. d. observations. The recipe is, to put it roughly, to calculate square roots of normalised frequencies over certain intervals, add a small random distortion, and pretend these to be observations from a Gaussian discrete regression model.
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 373 Discussion Paper ; No. 1998,53
- Classification
-
Wirtschaft
- Subject
-
asymptotic minimax risk
Nonparametric experiments
deficiency distance
Markov kernel
curve estimation
- Event
-
Geistige Schöpfung
- (who)
-
Nussbaum, Michael
Klemelä, Jussi
- Event
-
Veröffentlichung
- (who)
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Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
-
Berlin
- (when)
-
1998
- Handle
- URN
-
urn:nbn:de:kobv:11-10057073
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Nussbaum, Michael
- Klemelä, Jussi
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 1998
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Linear maps preserving equivalence or asymptotic equivalence on Banach space
Efficient path integral approach via analytical asymptotic expansion for nonlinear systems under Gaussian white noise
Affine-periodic solutions by asymptotic and homotopy equivalence
Asymptotic Equivalence of Differential Equation in Banach Space
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices
Signal detection in non-Gaussian noise
Bulk-boundary asymptotic equivalence of two strict deformation quantizations
Constructive Asymptotic Equivalence of Density Estimation and Gaussian White Noise
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift
Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift
Linear maps preserving equivalence or asymptotic equivalence on Banach space
Efficient path integral approach via analytical asymptotic expansion for nonlinear systems under Gaussian white noise
Affine-periodic solutions by asymptotic and homotopy equivalence
Asymptotic Equivalence of Differential Equation in Banach Space
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices
Signal detection in non-Gaussian noise