A. Azzalini and A. Bowman, A Look at Some Data on the Old Faithful Geyser, Applied Statistics, vol.39, issue.3, pp.357-365, 1990.
DOI : 10.2307/2347385

Y. Baraud, F. Comte, and G. Viennet, Adaptive estimation in autoregression or ?-mixing regression via model selection, Ann. Statist, vol.29, issue.3, pp.839-875, 2001.

A. Barron, L. Birgé, and P. Massart, Risk bounds for model selection via penalization . Probab. Theory Related Fields, pp.301-413, 1999.

L. Birgé and P. Massart, From Model Selection to Adaptive Estimation, pp.55-87, 1997.
DOI : 10.1007/978-1-4612-1880-7_4

L. Birgé and P. Massart, Minimum Contrast Estimators on Sieves: Exponential Bounds and Rates of Convergence, Bernoulli, vol.4, issue.3, pp.329-375, 1998.
DOI : 10.2307/3318720

D. Bitouzé, B. Laurent, and P. Massart, A Dvoretzky??????Kiefer??????Wolfowitz type inequality for the Kaplan??????Meier estimator, Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol.35, issue.6, pp.735-763, 1999.
DOI : 10.1016/S0246-0203(99)00112-0

E. Brunel and F. Comte, Penalized contrast estimation of density and hazard rate with censored data. Sankhy¯ a, pp.441-475, 2005.

F. Comte, Adaptive Estimation of the Spectrum of a Stationary Gaussian Sequence, Bernoulli, vol.7, issue.2, pp.267-298, 2001.
DOI : 10.2307/3318739
URL : https://hal.archives-ouvertes.fr/hal-00170751

J. G. De-gooijer and D. Zerom, On Conditional Density Estimation, Statistica Neerlandica, vol.4, issue.2, pp.159-176, 2003.
DOI : 10.1017/S0266466602181096

J. Fan and I. Gijbels, Censored Regression: Local Linear Approximations and their Applications, Journal of the American Statistical Association, vol.8, issue.426, pp.560-570, 1994.
DOI : 10.1007/BF02007667

J. Fan, Q. Yao, and H. Tong, Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems, Biometrika, vol.83, issue.1, pp.189-206, 1996.
DOI : 10.1093/biomet/83.1.189

R. Hochmuth, Wavelet Characterizations for Anisotropic Besov Spaces, Applied and Computational Harmonic Analysis, vol.12, issue.2, pp.179-208, 2002.
DOI : 10.1006/acha.2001.0377

R. J. Hyndman and Q. Yao, Nonparametric Estimation and Symmetry Tests for Conditional Density Functions, Journal of Nonparametric Statistics, vol.93, issue.1, pp.259-278, 2002.
DOI : 10.1080/10485250212374

C. Lacour, Adaptive estimation of the transition density of a Markov chain, Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol.43, issue.5, 2007.
DOI : 10.1016/j.anihpb.2006.09.003
URL : https://hal.archives-ouvertes.fr/hal-00115617

S. H. Lo, Y. P. Mack, W. , and J. L. , Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator, Probability Theory and Related Fields, vol.11, issue.3, pp.461-473, 1989.
DOI : 10.1007/BF01794434

S. M. Nikol-ski?-i, Approximation of functions of several variables and imbedding theorems, Translated from the Russian by John M. Danskin, Jr., Die Grundlehren der Mathematischen Wissenschaften, 1975.

M. Talagrand, New concentration inequalities in product spaces, Inventiones Mathematicae, vol.126, issue.3, pp.505-563, 1996.
DOI : 10.1007/s002220050108

I. Van-keilegom and N. Veraverbeke, Density and hazard estimation in censored regression models, Bernoulli, vol.8, issue.5, pp.607-625, 2002.