Abstract
An example is provided to show that the natural asymptotic equivalence does not hold between any pairs of three nonparametric experiments: density problem, white noise with drift and nonparametric regression, when the smoothness index of the unknown nonparametric function class is ½
Citation
Lawrence D. Brown. Cun-Hui Zhang. "Asymptotic nonequivalence of nonparametric experiments when the smoothness index is ½." Ann. Statist. 26 (1) 279 - 287, February 1998. https://doi.org/10.1214/aos/1030563986
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