Wavelet procedures, Lepski method and minimax optimality over Besov spaces - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2006

Wavelet procedures, Lepski method and minimax optimality over Besov spaces

Résumé

The purpose of this paper is to investigate the performance of several adaptive wavelet constructions based on a modification of the original Lepski algorithm. First, we provide a wide class of procedures which have the particularity to attain the asymptotic minimax rate of convergence over certain zones of Besov balls under the L2 risk. Second, the method developed by Juditsky is studied. In particular, we show that it is superior to other wavelet estimators in terms of maxiset (and minimax) properties.
Fichier principal
Vignette du fichier
lepskiproc2.pdf (209.59 Ko) Télécharger le fichier

Dates et versions

hal-00022075 , version 1 (31-03-2006)

Identifiants

  • HAL Id : hal-00022075 , version 1

Citer

Christophe Chesneau. Wavelet procedures, Lepski method and minimax optimality over Besov spaces. 2006. ⟨hal-00022075⟩
90 Consultations
130 Téléchargements

Partager

Gmail Facebook X LinkedIn More