Simple and honest confidence intervals in nonparametric regression

DOI10.3982/QE1199zbMath1454.62124arXiv1606.01200WikidataQ109039003 ScholiaQ109039003MaRDI QIDQ5116129

Michal Kolesár, Timothy B. Armstrong

Publication date: 24 August 2020

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.01200

zbMATH Keywords

confidence intervalsnonparametric regressionregression discontinuity

Mathematics Subject Classification ID

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

Related Items (4)

Minimizing sensitivity to model misspecification ⋮ Testing continuity of a density via \(g\)-order statistics in the regression discontinuity design ⋮ Minimax linear estimation at a boundary point ⋮ Adaptation bounds for confidence bands under self-similarity

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