An adaptation theory for nonparametric confidence intervals

DOI10.1214/009053604000000049zbMath1056.62060arXivmath/0503662OpenAlexW3098956361MaRDI QIDQ1766118

Publication date: 28 February 2005

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

Full work available at URL: https://arxiv.org/abs/math/0503662

zbMATH Keywords

confidence intervals modulus of continuity linear functionals adaptation minimax estimation coverage expected length white noise model between class modulus

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes (62M99)

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Cites Work