Adaptive nonparametric confidence sets

DOI10.1214/009053605000000877zbMath1091.62039arXivmath/0605473OpenAlexW3104796902MaRDI QIDQ2493553

Aad W. van der Vaart, James M. Robins

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/0605473

zbMATH Keywords

density estimation regression adaptation white noise model testing rate

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) Applications of functional analysis in probability theory and statistics (46N30)

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Cites Work