Wavelet Methods for Curve Estimation, Journal of the American Statistical Association, vol.26, issue.428, pp.1340-1353, 1994. ,
DOI : 10.1214/aos/1176344617
URL : ftp://ftp.imag.fr/pub/SMS/jasa.ps.gz
V -fold cross-validation improved: V -fold penalization, 2008. ,
URL : https://hal.archives-ouvertes.fr/hal-00239182
A survey of cross-validation procedures for model selection, Statistics Surveys, vol.4, issue.0, pp.40-79, 2010. ,
DOI : 10.1214/09-SS054
URL : https://hal.archives-ouvertes.fr/hal-00407906
Data-driven calibration of penalties for least-squares regression, J. Mach. Learn. Res, vol.10, pp.245-279, 2009. ,
URL : https://hal.archives-ouvertes.fr/inria-00287631
Risk bounds for model selection via penalization, Probability Theory and Related Fields, vol.113, issue.3, pp.301-413, 1999. ,
DOI : 10.1007/s004400050210
Minimum Contrast Estimators on Sieves: Exponential Bounds and Rates of Convergence, Bernoulli, vol.4, issue.3, pp.329-375, 1998. ,
DOI : 10.2307/3318720
inequality approach, The Annals of Statistics, vol.27, issue.3, pp.898-924, 1999. ,
DOI : 10.1214/aos/1018031262
Wavelet shrinkage for nonequispaced samples, The Annals of Statistics, vol.26, issue.5, pp.1783-1799, 1998. ,
DOI : 10.1214/aos/1024691357
URL : http://doi.org/10.1214/aos/1024691357
Wavelet estimation for samples with random uniform design, Statistics & Probability Letters, vol.42, issue.3, pp.313-321, 1999. ,
DOI : 10.1016/S0167-7152(98)00223-5
URL : http://www.stat.purdue.edu/people/tcai/paper/unif-paper-v2.ps
Interpolation methods for nonlinear wavelet regression with irregularly spaced design, Ann. Statist, vol.25, issue.5, pp.1912-1925, 1997. ,
Wavelet regression in random design with heteroscedastic dependent errors, The Annals of Statistics, vol.37, issue.6A, pp.3396-3430, 2009. ,
DOI : 10.1214/09-AOS684
URL : http://arxiv.org/pdf/0909.0384v1.pdf
A wavelet tour of signal processing: the sparse way, 2008. ,
Exact risk analysis of wavelet regression, J. Comput. Graph. Statist, vol.7, issue.3, pp.278-309, 1998. ,
Wavelet shrinkage using cross-validation, J. R. Stat. Soc. Ser. B pp, pp.463-479, 1996. ,
Slope heuristics and V-fold model selection in heteroscedastic regression using strongly localized bases, ESAIM: Probability and Statistics ,
DOI : 10.1051/ps/2017005
URL : https://hal.archives-ouvertes.fr/hal-00528539
Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression, Electronic Journal of Statistics, vol.6, issue.0, pp.579-655, 2012. ,
DOI : 10.1214/12-EJS679
URL : https://hal.archives-ouvertes.fr/hal-00512304
Optimal model selection in heteroscedastic regression using piecewise polynomial functions, Electronic Journal of Statistics, vol.7, issue.0, pp.1184-1223, 2013. ,
DOI : 10.1214/13-EJS803
URL : http://doi.org/10.1214/13-ejs803
On optimality of empirical risk minimization in linear aggregation, Bernoulli, 2017. ,
URL : https://hal.archives-ouvertes.fr/hal-01314571