Adaptive confidence sets in shape restricted regression

DOI10.3150/20-BEJ1223zbMath1465.62074arXiv1601.05766OpenAlexW3107577584MaRDI QIDQ2214235

Publication date: 7 December 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.05766

zbMATH Keywords

isotonic regression shape constraints piecewise constant unimodal regression piecewise affine adaptive confidence set convex regresion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Confidence regions and minimax rates in outlier-robust estimation on the probability simplex ⋮ Nonparametric shape-restricted regression

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