- Thesis:
- Master in Mathematics
- Author:
- Stefan Stein
- Title:
- Asymptotic equivlance of density estimation and Gaussian white noise
- Supervisor:
- Jan JOHANNES
- Abstract:
- We prove asymptotic equivalence in the Le Cam sense between an experiment that consists of n i.i.d. observations with an unknown density and an experiment that consists of observing a Gaussian white noise process.
- Reference:
- M. Nussbaum. Asymptotic equivalence of density estimation and Gaussian white noise. The Annals of Statistics, 26(6):2399–2430, 1996.