Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities

02/09/2018
by   Kolyan Ray, et al.
universiteit leiden
King's College London
0

It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities are sufficiently smooth and uniformly bounded away from zero. We show that a uniform lower bound, whose size we sharply characterize, is in general necessary for asymptotic equivalence to hold.

READ FULL TEXT

page 1

page 2

page 3

page 4

09/30/2020

Analysis of KNN Density Estimation

We analyze the ℓ_1 and ℓ_∞ convergence rates of k nearest neighbor densi...
12/22/2022

Small time approximation in Wright-Fisher diffusion

Wright-Fisher model has been widely used to represent random variation i...
04/09/2022

A new family of smooth copulas with arbitrarily irregular densities

Copulas are known to satisfy a number of regularity properties, and one ...
03/15/2022

Estimating monotone densities by cellular binary trees

We propose a novel, simple density estimation algorithm for bounded mono...
07/17/2018

A transformation-based approach to Gaussian mixture density estimation for bounded data

Finite mixture of Gaussian distributions provide a flexible semi-paramet...
08/25/2020

Multiple-Source Adaptation with Domain Classifiers

We consider the multiple-source adaptation (MSA) problem and improve a p...
05/04/2022

Subexponentialiy of densities of infinitely divisible distributions

We show the equivalence of three properties for an infinitely divisible ...

Please sign up or login with your details

Forgot password? Click here to reset