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arxiv: math/0701446 · v1 · submitted 2007-01-16 · 🧮 math.ST · stat.TH

Maxiset in sup-norm for kernel estimators

classification 🧮 math.ST stat.TH
keywords kerneldetermineestimatorsmaxisetmaxisetsprocedurerateassociated
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In the Gaussian white noise model, we study the estimation of an unknown multidimensional function $f$ in the uniform norm by using kernel methods. The performances of procedures are measured by using the maxiset point of view: we determine the set of functions which are well estimated (at a prescribed rate) by each procedure. So, in this paper, we determine the maxisets associated to kernel estimators and to the Lepski procedure for the rate of convergence of the form $(\log n/n)^{\be/(2\be+d)}$. We characterize the maxisets in terms of Besov and H\"older spaces of regularity $\beta$.

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