We study maxisets for linear procedures in the framework of the heteroscedastic white noise model. This enables us to point out 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.
Publié le : 2004-07-05
Classification:
Besov spaces,
Heteroscedastic white noise model,
Linear estimators,
Maxisets,
Rate of convergence,
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST],
[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]
@article{hal-00634272,
author = {Rivoirard, Vincent},
title = {Maxisets for linear procedures},
journal = {HAL},
volume = {2004},
number = {0},
year = {2004},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00634272}
}
Rivoirard, Vincent. Maxisets for linear procedures. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00634272/