Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model
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Publication:5146054
DOI10.1080/01621459.2019.1689984zbMath1453.62476arXiv1503.02978OpenAlexW2986056539WikidataQ126865042 ScholiaQ126865042MaRDI QIDQ5146054
Han Liu, Junwei Lu, Mladen Kolar
Publication date: 22 January 2021
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.02978
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
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Orthogonalized Kernel Debiased Machine Learning for Multimodal Data Analysis, Kernel Ordinary Differential Equations, Multivariate functional generalized additive models, Inference for high-dimensional varying-coefficient quantile regression
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