Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes

• 成果类型: Article
• 署名作者: Tsybakov, AB
• 署名单位: Sorbonne Universite
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 2420-2469
• 关键词: Nonparametric regression; wavelet shrinkage; CONVERGENCE; rates; RISK

摘要

The problem of nonparametric function estimation in the Gaussian white noise model is considered. It is assumed that the unknown function belongs to one of the Sobolev classes, with an unknown regularity parameter. Asymptotically exact adaptive estimators of functions are proposed on the scale of Sobolev classes, with respect to pointwise and sup-norm risks. It is shown that, unlike the case of L-2-risk, a loss of efficiency under adaptation is inevitable here. Bounds on the value of the loss of efficiency are obtained.