Asymptotic equivalence of nonparametric autoregression and nonparametric regression

Preprint

9 November 2006

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.math/0611257

Abstract

It is proved that nonparametric autoregression is asymptotically equivalent in the sense of Le Cam's deficiency distance to nonparametric regression with random design as well as with regular nonrandom design.

Keywords

NONPARAMETRIC AUTOREGRESSION
NONPARAMETRIC REGRESSION
ASYMPTOTIC EQUIVALENCE
DEFICIENCY DISTANCE
NONRANDOM DESIGN
CAM'S DEFICIENCY
REGULAR

All Related Versions

Version 1, 2006-11-09, ArXiv
Published version: The Annals of Statistics, 34 (4), 1701.

This publication has 0 references indexed in Scilit: