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

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

Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes

Auteur(s):

Code(s) de Classification MSC:

Résumé: We consider the Gaussian White Noise Model and we study the estimation of a function $f$ in the uniform norm assuming that $f$ belongs to a Hölder anisotropic class. We give the minimax rate of convergence over this class and we determine the minimax exact constant and an asymptotically exact estimator.

Mots Clés: anisotropic Hölder class ; minimax exact constant ; uniform norm ; White Noise Model

Date: 2003-03-26

Prépublication numéro: PMA-811

Front pages.