Le cam theory on the comparison of statistical models
Statistics Theory
2016-05-12 v1 Probability
Statistics Theory
Abstract
We recall the main concepts of the Le Cam theory of statistical experiments , especially the notion of Le Cam distance and its properties. We also review classical tools for bounding such a distance before presenting some examples. A proof of the classical equivalence result between density estimation problems and Gaussian white noise models will be analyzed.
Keywords
Cite
@article{arxiv.1605.03301,
title = {Le cam theory on the comparison of statistical models},
author = {Ester Mariucci},
journal= {arXiv preprint arXiv:1605.03301},
year = {2016}
}