Adaptive confidence intervals for regression functions under shape constraints

DOI10.1214/12-AOS1068zbMath1267.62066arXiv1305.5673OpenAlexW2077590083MaRDI QIDQ355099

Yin Xia, Mark G. Low, T. Tony Cai

Publication date: 24 July 2013

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

Full work available at URL: https://arxiv.org/abs/1305.5673

zbMATH Keywords

modulus of continuityconvex functionscoverage probabilitynonparametric regressionadaptationmonotone functionsminimax estimationshape constraintexpected lengthwhite noise model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

Related Items

Rates and coverage for monotone densities using projection-posterior, Adaptive estimation of planar convex sets, Adaptive testing on a regression function at a point, Coverage of credible intervals in Bayesian multivariate isotonic regression, Inference for Local Parameters in Convexity Constrained Models, Transfer learning for contextual multi-armed bandits, Estimation and inference for minimizer and minimum of convex functions: optimality, adaptivity and uncertainty principles, Adaptive confidence sets in shape restricted regression, Inference of local regression in the presence of nuisance parameters, Concave regression: value-constrained estimation and likelihood ratio-based inference, Coverage of credible intervals in nonparametric monotone regression, Stochastic continuum-armed bandits with additive models: minimax regrets and adaptive algorithm

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