Adaptive simultaneous confidence intervals in non-parametric estimation

DOI10.1016/J.SPL.2004.04.008zbMath1116.62346OpenAlexW2000383619MaRDI QIDQ1771436

Karine Tribouley

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.04.008

zbMATH Keywords

AdaptationNon-parametric estimation-wavelet methods

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Numerical methods for wavelets (65T60)

Related Items (1)

On parameter estimation for locally stationary long-memory processes

Cites Work

• Unnamed Item
• On confidence bands in nonparametric density estimation and regression
• Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
• On bootstrap confidence intervals in nonparametric regression
• Adaptive confidence interval for pointwise curve estimation.
• Automatic bandwidth choice and confidence intervals in nonparametric regression
• Bootstrap simultaneous error bars for nonparametric regression
• Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
• Ten Lectures on Wavelets
• A Wavelet Method for Confidence Intervals in the Density Model

This page was built for publication: Adaptive simultaneous confidence intervals in non-parametric estimation