Univ. Heidelberg
Statistics Group   Institute of Applied Mathematics   Faculty of Mathematics and Computer Science   University Heidelberg
Ruprecht-Karls-Universität Heidelberg Institute of Applied Mathematics Statistics of inverse problems Research Group
german english french



Publications
Cooperations
Research projects
Events
Teaching
Completed theses
People
Contact


Last edited on
Oct 18, 2021 by JJ
.
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.