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

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

Minimax exact constant in sup-norm for non parametric regression with random design

Auteur(s):

Code(s) de Classification MSC:

Résumé: We consider non parametric regression with random design. We study the estimation of a regression function $f$ in the uniform norm assuming that $f$ belongs to a H\"older class and we determine the minimax exact constant.

Mots Clés: nonparametric regression ; minimax risk ; minimax exact constant ; uniform norm

Date: 2002-03-25

Prépublication numéro: PMA-714