Wavelet Estimators, Global Error Measures: Revisited (1993)
| Venue: | Technical Report. IRISA-INRIA. Available at http://www.irisa.fr |
| Citations: | 14 - 3 self |
BibTeX
@TECHREPORT{Juditsky93waveletestimators,,
author = {Delyon Juditsky and B. Delyon A. Juditsky},
title = {Wavelet Estimators, Global Error Measures: Revisited},
institution = {Technical Report. IRISA-INRIA. Available at http://www.irisa.fr},
year = {1993}
}
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Abstract
: In the paper minimax rates of convergence for wavelet estimators are studied. For the problems of density estimation and non-parametric regression we establish upper bounds over a large range of functional classes and global error measures. The constructed estimate is simultaneously minimax (up to constant) for all L ß error measures, 0 ! ß 1. Key-words: minimax estimation, density estimation, non-parametric regression, Besov spaces, wavelet estimators. (R'esum'e : tsvp) This is the author to whom correspondence should be sent ; e-mail: iouditsk@irisa.fr. Centre National de la Recherche Scientifique Institut National de Recherche en Informatique (URA 227) Universit e de Rennes 1 -- Insa de Rennes et en Automatique -- unit e de recherche de Rennes Estimateurs par Ondelettes, Majorations d'Erreur Globale R'esum'e : On 'etudie dans cet article la vitesse de convergence des estimateurs par ondelettes. Pour les probl`emes d'estimation de densit'e et de r'egression non-param'etrique...
