Adaptive Confidence Bands for Nonparametric Regression Functions

DOI10.1080/01621459.2013.879260zbMath1368.62093OpenAlexW2065856880WikidataQ41965365 ScholiaQ41965365MaRDI QIDQ4975559

Mark G. Low, Zongming Ma, T. Tony Cai

Publication date: 7 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4531001

zbMATH Keywords

waveletslower boundscoverage probabilityaverage coverageexcess massnoncovered pointswhite-noise model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) White noise theory (60H40)

Related Items (13)

Simultaneous confidence bands for nonparametric regression with missing covariate data ⋮ A sharp adaptive confidence ball for self-similar functions ⋮ A simple approach to construct confidence bands for a regression function with incomplete data ⋮ Accuracy assessment for high-dimensional linear regression ⋮ Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates ⋮ Adaptive Bayesian credible sets in regression with a Gaussian process prior ⋮ Is distribution-free inference possible for binary regression? ⋮ Adaptive Sparse Estimation With Side Information ⋮ A review of uncertainty quantification for density estimation ⋮ Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing ⋮ Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses ⋮ On the maximal deviation of kernel regression estimators with NMAR response variables ⋮ Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets

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