Confidence balls in Gaussian regression.

DOI10.1214/009053604000000085zbMath1093.62051arXivmath/0406425OpenAlexW3099985484MaRDI QIDQ1879942

Yannick Baraud

Publication date: 15 September 2004

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

Full work available at URL: https://arxiv.org/abs/math/0406425

zbMATH Keywords

estimationhypothesis testingnonparametric regressionconfidence ball

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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Cites Work

• An analysis of Bayesian inference for nonparametric regression
• Modulation of estimators and confidence sets.
• Confidence sets centered at \(C_ p\)-estimators
• Honest confidence regions for nonparametric regression
• Random rates in anisotropic regression. (With discussion)
• How to improve the accuracy of estimation.
• Non-asymptotic minimax rates of testing in signal detection
• An alternative point of view on Lepski's method

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