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Nussbaum, Michael
Klemelä, Jussi
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Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1998,53
A recipe is provided for producing, from a sequence of procedures in the Gaussian regression model, an asymptotically equivalent sequence in the density estimation model with i. i. d. observations. The recipe is, to put it roughly, to calculate square roots of normalised frequencies over certain intervals, add a small random distortion, and pretend these to be observations from a Gaussian discrete regression model.
asymptotic minimax risk
Nonparametric experiments
deficiency distance
Markov kernel
curve estimation
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Working Paper

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