Adaptive Confidence Bands for Nonparametric Regression Functions
From MaRDI portal
Publication:4975559
DOI10.1080/01621459.2013.879260zbMath1368.62093OpenAlexW2065856880WikidataQ41965365 ScholiaQ41965365MaRDI QIDQ4975559
Mark G. Low, Zongming Ma, T. Tony Cai
Publication date: 7 August 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4531001
waveletslower boundscoverage probabilityaverage coverageexcess massnoncovered pointswhite-noise model
Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) White noise theory (60H40)
Related Items
Simultaneous confidence bands for nonparametric regression with missing covariate data, A sharp adaptive confidence ball for self-similar functions, A simple approach to construct confidence bands for a regression function with incomplete data, Accuracy assessment for high-dimensional linear regression, Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates, Adaptive Bayesian credible sets in regression with a Gaussian process prior, Is distribution-free inference possible for binary regression?, Adaptive Sparse Estimation With Side Information, A review of uncertainty quantification for density estimation, Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing, Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses, On the maximal deviation of kernel regression estimators with NMAR response variables, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
Cites Work
- On adaptive inference and confidence bands
- The root-unroot algorithm for density estimation as implemented via wavelet block thresholding
- Optimal adaptive estimation of a quadratic functional
- Robust nonparametric estimation via wavelet median regression
- Nonparametric regression in exponential families
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression
- Random rates in anisotropic regression. (With discussion)
- Finite-sample confidence envelopes for shape-restricted densities
- A Smirnov-Bickel-Rosenblatt theorem for compactly-supported wavelets
- Honest adaptive confidence bands and self-similar functions
- Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
- On some global measures of the deviations of density function estimates
- Confidence bands in density estimation
- Adaptive confidence bands
- Adaptive confidence balls
- Adaptive nonparametric confidence sets
- Ideal spatial adaptation by wavelet shrinkage
- On the Periodized Square ofL2Cardinal Splines
- All of Nonparametric Statistics
- Statistical Analysis of a Telephone Call Center
