Uniform confidence bands: characterization and optimality

DOI10.1016/j.jeconom.2018.01.006zbMath1387.62036OpenAlexW2789013657MaRDI QIDQ1745621

Joachim Freyberger, Yoshiyasu Rai

Publication date: 18 April 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.01.006

zbMATH Keywords

projectionsoptimalitysimultaneous inferenceuniform confidence bands

Mathematics Subject Classification ID

Density estimation (62G07) Parametric tolerance and confidence regions (62F25)

Related Items (2)

Difference-in-differences with multiple time periods ⋮ (Machine) learning parameter regions

Cites Work

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