非参数自回归与非参数回归的渐近等价性
统计理论
2007-06-13 v1 统计理论
摘要
证明了在 Le Cam 亏距离的意义下,非参数自回归渐近等价于具有随机设计以及具有正则非随机设计的非参数回归。
关键词
引用
@article{arxiv.math/0611257,
title = {Asymptotic equivalence of nonparametric autoregression and nonparametric regression},
author = {Ion G. Grama and Michael H. Neumann},
journal= {arXiv preprint arXiv:math/0611257},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/009053606000000560 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)