Le cam theory on the comparison of statistical models

2016/05/11 by Ester Mariucci, Mariucci, Ester · 2 citations
Mathematics · #Mathematical and Theoretical Analysis #Advanced Banach Space Theory #Functional Equations Stability Results

paper · pdf · doi:10.48550/arxiv.1605.03301

Abstract

We recall the main concepts of the Le Cam theory of statistical experiments , especially the notion of Le Cam distance and its properties. We also review classical tools for bounding such a distance before presenting some examples. A proof of the classical equivalence result between density estimation problems and Gaussian white noise models will be analyzed.

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