Asymptotic equivalence of nonparametric regression and white noise model has its limits

One of the common themes of the modern nonparametric functional estimation folklore is that the signal-in-white-noise model can serve as a prototype for nonparametric regression. In this note we give an example showing that it may not always be the case

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Year of publication:	1996
Authors:	Efromovich, Sam ; Samarov, Alex
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 2, p. 143-145
Publisher:	Elsevier
Keywords:	Quadratic functional Filtering Sobolev and Holder classes Smoothness

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223527