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

被引：13

作者：

Efromovich, S

Samarov, A

机构：

[1] UNIV NEW MEXICO,DEPT MATH & STAT,ALBUQUERQUE,NM 87131

[2] UNIV MASSACHUSETTS,DEPT MATH,LOWELL,MA 01854

[3] MIT,CAMBRIDGE,MA 02139

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 28卷 / 02期

基金：

美国国家科学基金会;

关键词：

quadratic functional; filtering; Sobolev and Holder classes; smoothness;

D O I：

10.1016/0167-7152(95)00109-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：143 / 145

页数：3