A tail bound for sums of independent random variables and application to the Pareto distribution.
Adaptive wavelet estimation of a biased density for strongly mixing sequences.
On the adaptive wavelet estimation of a multidimensional regression function under -mixing dependence: Beyond the standard assumptions on the noise
We investigate the estimation of a multidimensional regression function from observations of an -mixing process , where , represents the design and the noise. We concentrate on wavelet methods. In most papers considering this problem, either the proposed wavelet estimator is not adaptive (i.e., it depends on the knowledge of the smoothness of in its construction) or it is supposed that is bounded or/and has a known distribution. In this paper, we go far beyond this classical framework....
Generalized regression estimation for continuous time processes with values in functional spaces
We consider two continuous time processes; the first one is valued in a semi-metric space, while the second one is real-valued. In some sense, we extend the results of F. Ferraty and P. Vieu in ``Nonparametric models for functional data, with application in regression, time-series prediction and curve discrimination'' (2004), by establishing the convergence, with rates, of the generalized regression function when a real-valued continuous time response is considered. As corollaries, we deduce the...
A note on the adaptive estimation of the differential entropy by wavelet methods
In this note we consider the estimation of the differential entropy of a probability density function. We propose a new adaptive estimator based on a plug-in approach and wavelet methods. Under the mean error, , this estimator attains fast rates of convergence for a wide class of functions. We present simulation results in order to support our theoretical findings.
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