Maxiset in sup-norm for kernel estimators
统计理论
2007-06-13 v1 统计理论
摘要
In the Gaussian white noise model, we study the estimation of an unknown multidimensional function in the uniform norm by using kernel methods. The performances of procedures are measured by using the maxiset point of view: we determine the set of functions which are well estimated (at a prescribed rate) by each procedure. So, in this paper, we determine the maxisets associated to kernel estimators and to the Lepski procedure for the rate of convergence of the form . We characterize the maxisets in terms of Besov and H\"older spaces of regularity .
引用
@article{arxiv.math/0701446,
title = {Maxiset in sup-norm for kernel estimators},
author = {Karine Bertin and Vincent Rivoirard},
journal= {arXiv preprint arXiv:math/0701446},
year = {2007}
}
备注
25 pages