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Confidence Intervals for Adaptive Regression Estimation on the Besov Spaces
Abstract : The problem of adaptive estimation of the regression function f from noisy observations is concerned. A confidence interval for the L_2-error for wavelet adaptive estimator is provided. We show that if f belongs to a Besov class, the proposed confidence interval is minimax.
https://hal.inria.fr/inria-00073030
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 11:39:59 AM
Last modification on : Monday, February 10, 2020 - 4:36:45 PM
Long-term archiving on: : Sunday, April 4, 2010 - 9:15:32 PM
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 11:39:59 AM
Last modification on : Monday, February 10, 2020 - 4:36:45 PM
Long-term archiving on: : Sunday, April 4, 2010 - 9:15:32 PM