Constructive Asymptotic Equivalence of Density Estimation and Gaussian White Noise
نویسندگان
چکیده
A recipe is provided for producing, from a sequence of procedures in the Gaus-sian 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 normalised frequencies over certain intervals, add a small random distortion, calculate square roots, and pretend these to be observations from a Gaussian discrete regression model.
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تاریخ انتشار 1998