M. Nussbaum

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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.ST2024

Asymptotic Equivalence for Nonparametric Regression

Ion Grama, Michael Nussbaum

We consider a nonparametric model $E^{n},$ generated by independent observations $X_{i},$ $i = 1, ..., n,$ with densities $p (x, I^¸_{i}),$ $i = 1, ..., n,$ the parameters of which…