Maxisets for linear procedures

Vincent Rivoirard

Statistics & Probability Letters, 2004, vol. 67, issue 3, 267-275

Abstract: We study maxisets for linear procedures in the framework of the heteroscedastic white noise model. This enables us to point out the nature of the spaces naturally connected to these procedures and to compare the performance of linear and nonlinear estimates by comparing their respective maxisets.

Keywords: Besov; spaces; Heteroscedastic; white; noise; model; Linear; estimators; Maxisets; Rate; of; convergence (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (3)

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