Pages that link to "Item:Q480965"
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The following pages link to Anti-concentration and honest, adaptive confidence bands (Q480965):
Displaying 50 items.
- Large Sample Properties of Partitioning-Based Series Estimators (Q143957) (← links)
- Nonparametric modal regression (Q282442) (← links)
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression (Q292877) (← links)
- The mathematical work of Evarist Giné (Q335631) (← links)
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) (← links)
- A sharp adaptive confidence ball for self-similar functions (Q335671) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← links)
- Inference based on many conditional moment inequalities (Q503565) (← links)
- Simultaneous confidence bands for nonparametric regression with missing covariate data (Q825067) (← links)
- Asymptotic theory for density ridges (Q888497) (← links)
- Nonparametric estimation in case of endogenous selection (Q1652959) (← links)
- Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative (Q1697473) (← links)
- Locally adaptive confidence bands (Q1731760) (← links)
- Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator (Q2000875) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Nonparametric regression with selectively missing covariates (Q2024472) (← links)
- Adaptation bounds for confidence bands under self-similarity (Q2040066) (← links)
- A review of uncertainty quantification for density estimation (Q2048457) (← links)
- Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
- Simultaneous inference for Berkson errors-in-variables regression under fixed design (Q2086283) (← links)
- Improved central limit theorem and bootstrap approximations in high dimensions (Q2105184) (← links)
- High-dimensional linear models with many endogenous variables (Q2116354) (← links)
- Alternating least squares in generalized linear models (Q2173223) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
- Posterior contraction and credible sets for filaments of regression functions (Q2180076) (← links)
- Adaptive estimation in the supremum norm for semiparametric mixtures of regressions (Q2180080) (← links)
- Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← links)
- Robust inference via multiplier bootstrap (Q2196240) (← links)
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors (Q2215729) (← links)
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates (Q2231314) (← links)
- Asymptotic confidence sets for the jump curve in bivariate regression problems (Q2274946) (← links)
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
- Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
- Inference on distribution functions under measurement error (Q2295806) (← links)
- Inference in partially identified models with many moment inequalities using Lasso (Q2301088) (← links)
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors (Q2349143) (← links)
- Confidence regions for images observed under the Radon transform (Q2451621) (← links)
- Varying random coefficient models (Q2658751) (← links)
- Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
- (Q4558531) (← links)
- INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
- (Q5053224) (← links)
- Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
