Vitesses de convergence uniforme presque sûre d'estimateurs non-paramétriques de la régression

We obtain rates of strong uniform consistency for some nonparametric regression estimators, including the local linear regression and some wavelet estimators. Our method of proof relies on recent empirical process theory developed by Deheuvels and Mason (Statist. Inference Stoch. Process. 7 (3) (2004) 225-277). To cite this article: D. Blondin et al., C. R. Acad. Sci. Paris, Ser. I 340 (2005).