Asymptotic equivalence of nonparametric regression and white noise model has its limits

Sam Efromovich and Alex Samarov

Statistics & Probability Letters, 1996, vol. 28, issue 2, 143-145

Abstract: One of the common themes of the modern nonparametric functional estimation folklore is that the signal-in-white-noise model can serve as a prototype for nonparametric regression. In this note we give an example showing that it may not always be the case

Keywords: Quadratic; functional; Filtering; Sobolev; and; Holder; classes; Smoothness (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (5)

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