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In the Gaussian white noise model, we study the estimation of an unknown multidimensional function $f$ in the uniform norm by using kernel methods. The performances of procedures are measured by using the maxiset point of view: we determine the set of functions which are well estimated (at a prescribed rate) by each procedure. So, in this paper, we determine the maxisets associated to kernel estimators and to the Lepski procedure for the rate of convergence of the form $(log n/n)^{be/(2be+d)}$. We characterize the maxisets in terms of Besov and Holder spaces of regularity $beta$.
We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. We consider two kernel-type estimators of Shannons entropy. As a consequence, an asymptotic 100% confidence interval of entropy is provided.
We derive asymptotic normality of kernel type deconvolution estimators of the density, the distribution function at a fixed point, and of the probability of an interval. We consider the so called super smooth case where the characteristic function of
The paper discusses the estimation of a continuous density function of the target random field $X_{bf{i}}$, $bf{i}in mathbb {Z}^N$ which is contaminated by measurement errors. In particular, the observed random field $Y_{bf{i}}$, $bf{i}in mathbb {Z}^
In this paper we propose statistical inference tools for the covariance operators of functional time series in the two sample and change point problem. In contrast to most of the literature the focus of our approach is not testing the null hypothesis
We derive asymptotic normality of kernel type deconvolution density estimators. In particular we consider deconvolution problems where the known component of the convolution has a symmetric lambda-stable distribution, 0<lambda<= 2. It turns out that