A sharp adaptive confidence ball for self-similar functions
From MaRDI portal
Publication:335671
DOI10.1016/j.spa.2016.04.017zbMath1348.62165arXiv1406.3994OpenAlexW23305736MaRDI QIDQ335671
Publication date: 2 November 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.3994
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
Related Items
An asymptotic analysis of distributed nonparametric methods ⋮ Smoothness-Adaptive Contextual Bandits ⋮ Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation ⋮ On adaptive confidence sets for the Wasserstein distances ⋮ Transfer learning for contextual multi-armed bandits ⋮ Adaptive confidence sets for matrix completion ⋮ Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors ⋮ Locally adaptive confidence bands ⋮ Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets ⋮ Adaptation bounds for confidence bands under self-similarity ⋮ Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
Cites Work
- Adaptive confidence sets in \(L^2\)
- Honest and adaptive confidence sets in \(L_p\)
- Anti-concentration and honest, adaptive confidence bands
- On adaptive inference and confidence bands
- Honest Bayesian confidence sets for the \(L^2\)-norm
- On nonparametric confidence intervals
- An adaptation theory for nonparametric confidence intervals
- Adaptive confidence interval for pointwise curve estimation.
- Honest adaptive confidence bands and self-similar functions
- Confidence bands in density estimation
- Adaptive confidence bands
- Confidence sets in sparse regression
- Adaptive confidence balls
- Adaptive nonparametric confidence sets
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Mathematical Foundations of Infinite-Dimensional Statistical Models
- Adaptive Confidence Bands for Nonparametric Regression Functions
- Introduction to nonparametric estimation
This page was built for publication: A sharp adaptive confidence ball for self-similar functions
