{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1807065","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1807065","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q1807065","kernelVersion":"v1","immutable":true,"modified":"2025-12-25T14:33:14Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q1807065","name":"Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \\(1/2\\)","headline":"Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \\(1/2\\)","description":"scientific article; zbMATH DE number 1359508","url":"https://portal.mardi4nfdi.de/entity/Q1807065","datePublished":"1999-11-09","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q512007"},{"@id":"https://portal.mardi4nfdi.de/entity/Q193774"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q60819"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1214/AOS/1030563986","url":"https://doi.org/10.1214/AOS/1030563986"},"sameAs":["https://doi.org/10.1214/AOS/1030563986"],"comment":"There have recently been several papers demonstrating the global asymptotic equivalence of certain nonparametric problems. See especially \\textit{L. D. Brown} and \\textit{M. G. Low} [ibid. 24, No. 6, 2384-2398 (1996; Zbl 0867.62022)], who established global asymptotic equivalence of the usual white-noise-with-drift problem to the nonparametric regression problem, and \\textit{M. Nussbaum} [ibi., 2399-2430 (1996; Zbl 0867.62035)], who established global asymptotic equivalence to the nonparametric density problem. In both these instances the results were established under a smoothness assumption on the unknown nonparametric drift, regression or density function. In both cases such functions were assumed to have smoothness coefficient \\(\\alpha>1/2\\), for example, to satisfy  \\[ \\bigl|f(x)-f(y)\\bigr|\\leq M|x-y|^\\alpha \\tag{1} \\]  for all \\((x,y)\\) in their domain of definition. This note contains an example which shows that such a condition is necessary, in the sense that global asymptotic equivalence may fail between any pairs of the above three nonparametric experiments when (1) fails in a manner that the nonparametric family of unknown functions contains functions satisfying (1) with \\(\\alpha=1/2\\) but not with any \\(\\alpha>1/2\\).   \\textit{S. Efromovich} and \\textit{A. Samarov} [Stat. Probab. Lett. 28, No. 2, 143-145 (1996; Zbl 0849.62023)] have already shown that asymptotic equivalence of nonparametric regression and white noise may fail when \\(\\alpha< 1/4\\) in (1). The present counterexample to equivalence is somewhat different from theirs and carries the boundary value \\(\\alpha=1/2\\).","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q1354433"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1916245"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1354435"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5807247"}]},"provenance":{"prov:generatedAtTime":"2025-12-25T14:33:14Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}