Optimal confidence bands for shape-restricted curves

DOI10.3150/BJ/1065444812MaRDI QIDQ1433459zbMATH OpenOpenAlexFDO

Authors Lutz Dümbgen

Publication date 18 June 2004

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.6466

zbMATH Keywords

adaptiveconcaveconvexisotonickernel estimatorlocal smoothnessminimax boundsmultiscale testing

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15) Markov processes: estimation; hidden Markov models (62M05)

Abstract: Let $Y$ be a stochastic process on $[0,1]$ satisfying $dY(t)=n^{1/2}f(t)dt+dW(t)$, where $nge1$ is a given scale parameter (``sample size), $W$ is standard Brownian motion and $f$ is an unknown function. Utilizing suitable multiscale tests we construct confidence bands for $f$ with guaranteed given coverage probability, assuming that $f$ is isotonic or convex. These confidence bands are computationally feasible and shown to be asymptotically sharp optimal in an appropriate sense.

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Cited in

(33)

• Nonparametric shape-restricted regression
• Locally adaptive confidence bands
• Concave regression: value-constrained estimation and likelihood ratio-based inference
• Uniform confidence bands: characterization and optimality
• Multiscale testing of qualitative hypotheses
• Finite-sample confidence envelopes for shape-restricted densities
• How reliable are contour curves? Confidence sets for level contours
• Statistical inference for the optimal approximating model
• Quantifying the cost of simultaneous non-parametric approximation of several samples
• Coverage of credible intervals in nonparametric monotone regression
• Rates and coverage for monotone densities using projection-posterior
• Adaptive confidence sets in shape restricted regression
• Confidence bands in density estimation
• Nonparametric estimation and inference under shape restrictions
• Approximating data with weighted smoothing splines
• Adaptive confidence intervals for regression functions under shape constraints
• Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
• Interval and band estimation for curves with jumps
• scientific article; zbMATH DE number 7626735 (Why is no real title available?)
• Confidence Bands for a Log-Concave Density
• Fast and flexible methods for monotone polynomial fitting
• Confidence bands for convex median curves using sign-tests
• Coverage of credible intervals in Bayesian multivariate isotonic regression
• Contraction and uniform convergence of isotonic regression
• Adaptive robust confidence intervals
• Bayesian inference for multivariate monotone densities
• Optimal confidence bands for shape-restricted regression in multidimensions
• Nonparametric regression, confidence regions and regularization
• Adaptive testing on a regression function at a point
• Confidence bands in nonparametric time series regression
• Approximating data
• Residual-based localization and quantification of peaks in X-ray diffractograms
• Simultaneous nonparametric inference of time series

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