3 papers
math.ST2024
Asymptotic Equivalence for Nonparametric Generalized Linear Models
Ion Grama, Michael Nussbaum
We establish that a non-Gaussian nonparametric regression model is asymptotically equivalent to a regression model with Gaussian noise. The approximation is in the sense of Le Cam'…
math.PR2024
A functional Hungarian construction for sums of independent random variables
Ion Grama, Michael Nussbaum
We develop a Hungarian construction for the partial sum process of independent non-identically distributed random variables. The process is indexed by functions from a class $\…
math.ST2024
Asymptotic Equivalence for Nonparametric Regression
Ion Grama, Michael Nussbaum
We consider a nonparametric model generated by independent observations with densities the parameters of which…