B. , A. R. Birgébirg´birgé, L. , M. , and P. , Risk bounds for model selection via penalization, Probab. Theory Relat. Fields, vol.113, pp.301-415, 1999.

D. , L. , G. Gy¨orfi, and L. , Nonparametric Density Estimation: The L 1 View, 1985.

H. , D. R. Nason, G. P. , S. , B. W. Jones et al., Some new methods for wavelet density estimation On two recent papers of Y, Kanazawa. Statist. Probab. Lett, vol.24, pp.269-271, 1995.

C. Le and L. M. , Asymptotic Methods in Statistical Decision Theory, 1986.

C. Le, L. M. , Y. , and G. L. , Asymptotics in Statistics: Some Basic Concepts. Second Edition Stochastic complexity and the MDL principle, J. Econ. Rev, vol.6, pp.85-102, 1987.

B. Lucien and . Umr, Probabilités et modèles aléatoires, p.188