Delattre, Sylvain; Gaïffas, Stéphane - In: Stochastic Processes and their Applications 121 (2011) 12, pp. 2899-2924
We consider the problem of adaptive estimation of the regression function in a framework where we replace ergodicity assumptions (such as independence or mixing) by another structural assumption on the model. Namely, we propose adaptive upper bounds for kernel estimators with data-driven...