Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Sharp adaptive estimation of quadratic functionals

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