On adaptive inference and confidence bands
From MaRDI portal
Publication:661162
DOI10.1214/11-AOS903zbMath1232.62072arXiv1202.5145MaRDI QIDQ661162
Publication date: 21 February 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.5145
62G10: Nonparametric hypothesis testing
62G05: Nonparametric estimation
62G15: Nonparametric tolerance and confidence regions
Related Items
Adaptive Confidence Bands for Nonparametric Regression Functions, Randomized allocation with arm elimination in a bandit problem with covariates, On adaptive confidence sets for the Wasserstein distances, Optimal regularized hypothesis testing in statistical inverse problems, The mathematical work of Evarist Giné, A sharp adaptive confidence ball for self-similar functions, Adaptive confidence sets in \(L^2\), A simple bootstrap method for constructing nonparametric confidence bands for functions, Honest and adaptive confidence sets in \(L_p\), A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression, Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models, On adaptive posterior concentration rates, Adaptive Bayesian credible sets in regression with a Gaussian process prior, On signal detection and confidence sets for low rank inference problems, Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso, Adaptive confidence sets for matrix completion, Adaptive estimation of the sparsity in the Gaussian vector model, Locally adaptive confidence bands, Locally adaptive density estimation on the unit sphere using needlets, Statistical inference for the optimal approximating model, Honest adaptive confidence bands and self-similar functions, Coverage of credible intervals in nonparametric monotone regression, Optimal sparsity testing in linear regression model, Adaptation bounds for confidence bands under self-similarity, A review of uncertainty quantification for density estimation, Spike and slab Pólya tree posterior densities: adaptive inference, Optional Pólya trees: posterior rates and uncertainty quantification, Testability of high-dimensional linear models with nonsparse structures, Confidence regions and minimax rates in outlier-robust estimation on the probability simplex, Adaptive Bayesian credible bands in regression with a Gaussian process prior, Is distribution-free inference possible for binary regression?, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, Testing the regularity of a smooth signal, Accuracy assessment for high-dimensional linear regression, Confidence sets in sparse regression, The smoothness test for a density function, Frequentist coverage of adaptive nonparametric Bayesian credible sets, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, Adaptive confidence bands in the nonparametric fixed design regression model, Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift
Cites Work
- Unnamed Item
- Unnamed Item
- Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
- Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
- Uniform limit theorems for wavelet density estimators
- Can one estimate the conditional distribution of post-model-selection estimators?
- Rates of contraction of posterior distributions based on Gaussian process priors
- An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
- Wavelets on the interval and fast wavelet transforms
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- On nonparametric confidence intervals
- Superefficiency in nonparametric function estimation
- Wavelets, approximation, and statistical applications
- An adaptation theory for nonparametric confidence intervals
- Density estimation by wavelet thresholding
- Honest confidence regions for nonparametric regression
- Adaptive confidence interval for pointwise curve estimation.
- Convergence rates of posterior distributions.
- Random rates in anisotropic regression. (With discussion)
- Nonparametric goodness-of-fit testing under Gaussian models
- Confidence balls in Gaussian regression.
- The asymptotic minimax constant for sup-norm loss in nonparametric density estimation
- On some global measures of the deviations of density function estimates
- Confidence bands in density estimation
- Adaptive confidence bands
- Global uniform risk bounds for wavelet deconvolution estimators
- Adaptive confidence balls
- Adaptive nonparametric confidence sets
- Minimax Testing of Nonparametric Hypotheses on a Distribution Density in the $L_p$ Metrics