Adaptive confidence bands

DOI10.1214/07-AOS500zbMath1139.62311arXivmath/0701513MaRDI QIDQ2426627

Christopher R. Genovese, Larry Alan Wasserman

Publication date: 23 April 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701513

zbMATH Keywords

lower boundsadaptive confidence setsnonparametric confidence bands

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

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Testability of high-dimensional linear models with nonsparse structures, Conditional predictive inference post model selection, Minimax and adaptive inference in nonparametric function estimation, Confidence bands in density estimation, A sharp adaptive confidence ball for self-similar functions, Adaptive confidence bands in the nonparametric fixed design regression model, A simple bootstrap method for constructing nonparametric confidence bands for functions, Nonparametric Estimation of the Causal Effect of a Stochastic Threshold-Based Intervention, Adaptive Bayesian credible sets in regression with a Gaussian process prior, Honest Bayesian confidence sets for the \(L^2\)-norm, Locally adaptive image denoising by a statistical multiresolution criterion, Honest adaptive confidence bands and self-similar functions, Local and global asymptotic inference in smoothing spline models, Is distribution-free inference possible for binary regression?, On adaptive inference and confidence bands, Locally adaptive confidence bands, Frequentist coverage of adaptive nonparametric Bayesian credible sets, A review of uncertainty quantification for density estimation, Adaptive Confidence Bands for Nonparametric Regression Functions

Uses Software

• SemiPar
• ftnonpar

Cites Work

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