Équivalence asymptotique des expériences statistiques
Journal de la Société française de statistique, Tome 145 (2004) no. 1, pp. 31-45.
@article{JSFS_2004__145_1_31_0,
     author = {Nussbaum, Michael},
     title = {\'Equivalence asymptotique des exp\'eriences statistiques},
     journal = {Journal de la Soci\'et\'e fran\c{c}aise de statistique},
     pages = {31--45},
     publisher = {Soci\'et\'e fran\c{c}aise de statistique},
     volume = {145},
     number = {1},
     year = {2004},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_2004__145_1_31_0/}
}
TY  - JOUR
AU  - Nussbaum, Michael
TI  - Équivalence asymptotique des expériences statistiques
JO  - Journal de la Société française de statistique
PY  - 2004
SP  - 31
EP  - 45
VL  - 145
IS  - 1
PB  - Société française de statistique
UR  - http://www.numdam.org/item/JSFS_2004__145_1_31_0/
LA  - fr
ID  - JSFS_2004__145_1_31_0
ER  - 
%0 Journal Article
%A Nussbaum, Michael
%T Équivalence asymptotique des expériences statistiques
%J Journal de la Société française de statistique
%D 2004
%P 31-45
%V 145
%N 1
%I Société française de statistique
%U http://www.numdam.org/item/JSFS_2004__145_1_31_0/
%G fr
%F JSFS_2004__145_1_31_0
Nussbaum, Michael. Équivalence asymptotique des expériences statistiques. Journal de la Société française de statistique, Tome 145 (2004) no. 1, pp. 31-45. http://www.numdam.org/item/JSFS_2004__145_1_31_0/

[1] Brown L. D. and Low M. (1996). Asymptotic equivalence of nonparametric regression and white noise. Ann. Statist. 24 2384-2398. | MR | Zbl

[2] Brown L. D., Carter A. V., Low M. G. and Zhang C.-H. (2004). Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift. To appear, Ann. Statist. 32 (5). | MR | Zbl

[3] Brown L. D. and Zhang C.-H. (1998). Asymptotic nonequivalence of non-parametric experiments when the smoothness index is 1/2. Ann. Statist. 26, 279-287. | MR | Zbl

[4] Carter A. (2002). Deficiency distance between multinomial and multivariate normal experiments. Ann. Statist. 30 708-730. | MR | Zbl

[5] Davies R.B. (1973). Asymptotic inference in stationary Gaussian time-series, Adv. Appl. Probab. 5, 469-497. | MR | Zbl

[6] Dzhaparidze K. (1986). Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series. Springer-Verlag, New York Inc. | MR

[7] Genon-Catalot V. et Picard D. (1993). Eléments de Statistique Asymptotique. Mathématiques et Applications 11, Springer Verlag, Paris. | MR | Zbl

[8] Genon-Catalot V., Larédo C., Nussbaum M. (2002). Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift. Ann. Statist. 30 731-753. | MR | Zbl

[9] Golubev G., Nussbaum M. and Zhou H. (2004). Asymptotic equivalence of spectral density estimation and Gaussian white noise. En préparation. | Zbl

[10] Grama I. and Nussbaum M. (1998). Asymptotic equivalence for nonparametric generalized linear models. Prob. Theor. Rel. Fields, 111, 167-214. | MR | Zbl

[11] Grama I. and Nussbaum M. (2002). Asymptotic equivalence for nonparametric regression. Math. Meth. Statist. 11 (1) 1-36. | MR | Zbl

[12] Brown L. D. and Low M. (1996). Asymptotic equivalence of nonparametric regression and white noise, Ann. Statist. 24 2384-2398 (1996). | MR | Zbl

[13] Le Cam L. (1969). Théorie Asymptotique de la Décision Statistique. Les Presses de l'Université de Montréal. | MR | Zbl

[14] Le Cam L. (1985). Sur l'approximation de familles de mesures par des familles gaussiennes. Ann. Inst. Henri Poincaré 21 (3) 225-287. | Numdam | MR | Zbl

[15] Le Cam L. (1986). Asymptotic Methods in Statistical Decision Theory. Springer-Verlag, New York. | MR | Zbl

[16] Le Cam L. and Yang G. (2000). Asymptotics in Statistics, 2nd ed.. Springer-Verlag, New-York. | MR | Zbl

[17] Müller D. W. (1981). The increase of risk due to inaccurate models. Symposia Mathematica. Instituto Nazionale di Alta Mathematica, Vol. 25. | MR

[18] Nussbaum M. (1996). Asymptotic equivalence of density estimation and Gaussian white noise. Ann. Statist. 24, 2399-2430. | MR | Zbl

[19] Pfanzagl J. (1995). On local and global asymptotic normality. Math. Meth. Statist. 4 115-136 | MR | Zbl

[20] Shiryaev A. N. and Spokoiny V. (2000). Statistical Experiments and Decisions : Asymptotic Theory. World Scientifîc, Singapore. | MR | Zbl

[21] Strasser H. (1985). Mathematical Theory of Statistics. de Gruyter, Berlin. | MR | Zbl

[22] Van Der Vaart A. W. (1998). Asymptotic Statistics. Cambridge University Press. | MR | Zbl

[23] Van Der Vaart A. W. (2002). The statistical work of Lucien Le Cam. Ann. Statist. 30 631-682. | MR | Zbl

[24] Wald A. (1943). Tests of statistical hypotheses concerning several parameters when the number of observations is large. Trans. Amer. Math. Soc. 54 426-482. | MR | Zbl