Adaptive confidence bands

DOI10.1214/07-AOS500zbMath1139.62311arXivmath/0701513MaRDI QIDQ2426627

Christopher R. Genovese, Larry Alan Wasserman

Publication date: 23 April 2008

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

Full work available at URL: https://arxiv.org/abs/math/0701513

zbMATH Keywords

lower boundsadaptive confidence setsnonparametric confidence bands

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Related Items (19)

Testability of high-dimensional linear models with nonsparse structures ⋮ Conditional predictive inference post model selection ⋮ Minimax and adaptive inference in nonparametric function estimation ⋮ Confidence bands in density estimation ⋮ A sharp adaptive confidence ball for self-similar functions ⋮ Adaptive confidence bands in the nonparametric fixed design regression model ⋮ A simple bootstrap method for constructing nonparametric confidence bands for functions ⋮ Nonparametric Estimation of the Causal Effect of a Stochastic Threshold-Based Intervention ⋮ Adaptive Bayesian credible sets in regression with a Gaussian process prior ⋮ Honest Bayesian confidence sets for the \(L^2\)-norm ⋮ Locally adaptive image denoising by a statistical multiresolution criterion ⋮ Honest adaptive confidence bands and self-similar functions ⋮ Local and global asymptotic inference in smoothing spline models ⋮ Is distribution-free inference possible for binary regression? ⋮ On adaptive inference and confidence bands ⋮ Locally adaptive confidence bands ⋮ Frequentist coverage of adaptive nonparametric Bayesian credible sets ⋮ A review of uncertainty quantification for density estimation ⋮ Adaptive Confidence Bands for Nonparametric Regression Functions

Uses Software

• SemiPar
• ftnonpar

Cites Work

• Unnamed Item
• Unnamed Item
• On confidence bands in nonparametric density estimation and regression
• One-sided inference about functionals of a density
• Geometrizing rates of convergence. II
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• On nonparametric confidence intervals
• Bootstrap confidence bands for regression curves and their derivatives
• An adaptation theory for nonparametric confidence intervals
• Simultaneous confidence bands for linear regression and smoothing
• Modulation of estimators and confidence sets.
• Honest confidence regions for nonparametric regression
• Scale space view of curve estimation.
• Local extremes, runs, strings and multiresolution. (With discussion)
• Random rates in anisotropic regression. (With discussion)
• Nonparametric goodness-of-fit testing under Gaussian models
• Non-asymptotic minimax rates of testing in signal detection
• Confidence balls in Gaussian regression.
• Bootstrap simultaneous error bars for nonparametric regression
• Confidence sets for nonparametric wavelet regression
• Adaptive confidence balls
• Adaptive nonparametric confidence sets
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Bias-corrected Confidence Bands in Nonparametric Regression
• Simultaneous bootstrap confidence bands in nonparametric regression
• Confidence Bands in Nonparametric Regression
• Semiparametric Regression
• Confidence Intervals for Nonparametric Curve Estimates
• De-noising by soft-thresholding
• An alternative point of view on Lepski's method
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Non- and semiparametric statistics: compared and contrasted

This page was built for publication: Adaptive confidence bands