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Pré-Publication, Document De Travail Année : 2006

Adapting to Unknown Smoothness by Aggregation of Thresholded Wavelet Estimators.

Résumé

We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric density model, we show that the resulting estimator is optimal in the minimax sense over all Besov balls under the $L^2$ risk, without any logarithm factor.
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Dates et versions

hal-00121088 , version 1 (19-12-2006)

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Christophe Chesneau, Guillaume Lecué. Adapting to Unknown Smoothness by Aggregation of Thresholded Wavelet Estimators.. 2006. ⟨hal-00121088⟩
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