Confidence balls in Gaussian regression.
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Publication:1879942
DOI10.1214/009053604000000085zbMath1093.62051arXivmath/0406425OpenAlexW3099985484MaRDI QIDQ1879942
Publication date: 15 September 2004
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0406425
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)
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Cites Work
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- Honest confidence regions for nonparametric regression
- Random rates in anisotropic regression. (With discussion)
- How to improve the accuracy of estimation.
- Non-asymptotic minimax rates of testing in signal detection
- An alternative point of view on Lepski's method
