





















The aim of this paper is to present an extension of the well-known as-ymptotic equivalence between density estimation experiments and a Gaussian white noise model. Our extension consists in enlarging the nonparametric class of the admissible densities. More precisely, we propose a way to allow densities defined on any subinterval of R, and also some discontinuous or unbounded densities are considered (so long as the discontinuity and unboundedness patterns are somehow known a priori). The concept of equivalence that we shall adopt is in the sense of the Le Cam distance between statistical models. The results are constructive: all the asymptotic equivalences are established by constructing explicit Markov kernels.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。