Le CAM theory on the comparison of statistical models

Ester Mariucci – GJM, Volume 1, Issue 2 (2016), 79-91.

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.

Milestones:

Received: Avril 2016.
Published online: January 2017.

Authors:

Ester Mariucci
Mathematical Institute at Leiden University, the Netherlands.

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