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Adaptive estimation of linear functionals by model selection
Nonparametric regression white noise model adaptive estimation model selection pointwise adaptive estimation
2009/9/16
We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle inequality for the r...
Adaptive estimation of linear functionals in the convolution model and applications
adaptive density estimation ARCH models deconvolution linear functionals model selection penalized contrast
2010/3/18
We consider the model Zi = Xi + εi, for i.i.d. Xi’s and εi’s and independent sequences (Xi)i2Nand (εi)i2N. The density f" of ε1 is assumed to be known, whereas the one of X1, denoted by
g, is unknown...
