We are now going to apply our version of Kullback’s theorem based in two hypothesis to the non-parametric regression model. Assume first the following conditions:

Photos of (left to right) Solomon Kullback, Richard A. Leibler and Lucien Le Cam. Sources: NSA Cryptologic Hall of Honor (1, 2) and MacTutor. We saw the last time how to find lower bounds using the total variation divergence. Even so, conditions with the Kullback-Leiber divergence are easier to verify than the total divergence and …