Hallin, Marc; van den Akker, Ramon; Werker, Bas - European Centre for Advanced Research in Economics and … - 2013
Abstract Irrespective of the statistical model under study, the derivation of limits,in the Le Cam sense, of sequences of local experiments (see [7]-[10]) oftenfollows along very similar lines, essentially involving differentiability in quadraticmean of square roots of (conditional) densities....