Abstract
We consider the Gaussian white noise model and study the estimation of a function f in the uniform norm assuming that f belongs to a Hölder anisotropic class. We give the minimax rate of convergence over this class and determine the minimax exact constant and an asymptotically exact estimator.
Citation
Karine Bertin. "Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes." Bernoulli 10 (5) 873 - 888, October 2004. https://doi.org/10.3150/bj/1099579160
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