| 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: 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