Uni-Logo
Sie sind hier: Startseite Seminar Dr. Kolyan Ray

Dr. Kolyan Ray

— abgelegt unter:

Asymptotic equivalence between density estimation and Gaussian white noise revisited

Was
  • FDM-Seminar
Wann 09.01.2017
von 12:00 bis 13:00
Wo Eckerstraße 1, Raum 404, 4. OG
Termin übernehmen vCal
iCal

Asymptotic equivalence between two statistical models means that they
have the same asymptotic properties with respect to all decision
problems with bounded loss. A key result by Nussbaum states that
nonparametric density estimation is asymptotically equivalent to a
suitable Gaussian shift model, provided that the densities are smooth
enough and uniformly bounded away from zero.

We study the case when the latter assumption does not hold and the
density is possibly small. We further derive the optimal Le Cam distance
between these models, which quantifies how close they are. As an
application, we also consider Poisson intensity estimation with low
count data. This is joint work with Johannes Schmidt-Hieber.

September 2017 »
September
MoDiMiDoFrSaSo
123
45678910
11121314151617
18192021222324
252627282930
Benutzerspezifische Werkzeuge