Adaptive confidence balls

DOI10.1214/009053606000000146zbMath1091.62037arXivmath/0605462OpenAlexW3105878993MaRDI QIDQ2493552

T. Tony Cai, Mark G. Low

Publication date: 21 June 2006

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

Full work available at URL: https://arxiv.org/abs/math/0605462

zbMATH Keywords

coverage probabilityblock thresholdingloss estimationBesov bodyadaptive confidence ballsexpected squared radius

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric tolerance and confidence regions (62G15)

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