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

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

Maxisets for linear procedures

Auteur(s):

Code(s) de Classification MSC:

Résumé: In this paper, we study maxisets for linear procedures in the framework of the heteroscedastic white noise model. This allows to exhibit the nature of the spaces naturally connected to these procedures and to compare the performance of linear and non linear estimates by comparing their respective maxisets.

Mots Clés: Besov spaces ; heteroscedastic white noise model ; linear estimators ; maxisets ; rate of convergence

Date: 2002-07-03

Prépublication numéro: PMA-744

Pdf file : PMA-744.pdf