| Université Paris 6 Pierre et Marie Curie | Université Paris 7 Denis Diderot | |
| CNRS U.M.R. 7599 | ||
| ``Probabilités et Modèles Aléatoires'' | ||
Auteur(s):
Code(s) de Classification MSC:
Résumé: A data-dependent method for choosing the amount of smoothing when estimating quadratic functionals is given. It is shown that the method is asymptotically optimal adaptive up to a constant. The method is based on applying the Lepski method for the quadratic estimators which are minimax optimal among quadratic estimators.
Mots Clés: adaptive curve estimation ; exact constants in nonparametric smoothing, ; minimax risk ;
quadratic functionals
Date: 1999-09-24
Prépublication numéro: PMA-529
Postscript compressed file (gzip) : PMA-529.ps.gz
Postscript raw file : PMA-529.ps