Lawrence D. Brown, Cun‐Hui Zhang
Abstract
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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
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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
Key concepts: Nonparametric statistics, Smoothness, Nonparametric regression, Mathematics, Index (typography), Equivalence (formal languages), Applied mathematics, Function (biology)