An adaptation theory for nonparametric confidence intervals

DOI10.1214/009053604000000049zbMath1056.62060arXivmath/0503662OpenAlexW3098956361MaRDI QIDQ1766118

Mark G. Low

Publication date: 28 February 2005

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

Full work available at URL: https://arxiv.org/abs/math/0503662

zbMATH Keywords

confidence intervalsmodulus of continuitylinear functionalsadaptationminimax estimationcoverageexpected lengthwhite noise modelbetween class modulus

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes (62M99)

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