Maxiset fo model selection
joint work with F. Autin, J.-M. Loubes and V. Rivoirard
A natural question arising is the previous work is which are the functions well estimated by a thresholding estimator. In this work, with F. Autin, J.-M. Loubes and V. Rivoirard, we show under mild assumption on the model structure, that one can estimate well the function that can be approximated well by the model collections and only those functions.