Confidence bands in density estimation

DOI10.1214/09-AOS738zbMath1183.62062arXiv1002.4801OpenAlexW3100883892MaRDI QIDQ2380099

Publication date: 24 March 2010

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

Full work available at URL: https://arxiv.org/abs/1002.4801

zbMATH Keywords

kernel estimators Gaussian processes limit theorem density estimation adaptive estimation extremes wavelet estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15)

Related Items

Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis”, An asymptotic analysis of distributed nonparametric methods, Supremum norm posterior contraction and credible sets for nonparametric multivariate regression, Learning the smoothness of noisy curves with application to online curve estimation, Smoothness-Adaptive Contextual Bandits, A sharp adaptive confidence ball for self-similar functions, Frequentist validity of Bayesian limits, Adaptive confidence sets in \(L^2\), Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features, Adaptive confidence bands in the nonparametric fixed design regression model, Posterior contraction and credible sets for filaments of regression functions, A simple bootstrap method for constructing nonparametric confidence bands for functions, Honest and adaptive confidence sets in \(L_p\), A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression, Nonparametric estimation of highest density regions for COVID-19, Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation, Locally adaptive density estimation on the unit sphere using needlets, Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints, Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift, Adaptive Bayesian credible sets in regression with a Gaussian process prior, On adaptive confidence sets for the Wasserstein distances, Nearly optimal central limit theorem and bootstrap approximations in high dimensions, Optimal regularized hypothesis testing in statistical inverse problems, Honest Bayesian confidence sets for the \(L^2\)-norm, ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES, Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative, A Smirnov-Bickel-Rosenblatt theorem for compactly-supported wavelets, Optimal subgroup selection, Global uniform risk bounds for wavelet deconvolution estimators, Transfer learning for contextual multi-armed bandits, Local regression distribution estimators, Distributed function estimation: adaptation using minimal communication, Statistical inference for the optimal approximating model, Honest adaptive confidence bands and self-similar functions, Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds, Adaptive Bayesian credible bands in regression with a Gaussian process prior, Spatially-adaptive sensing in nonparametric regression, Adaptive confidence sets for matrix completion, Is distribution-free inference possible for binary regression?, Discrepancy based model selection in statistical inverse problems, Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors, Confidence sets in sparse regression, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, The smoothness test for a density function, Gaussian approximation of suprema of empirical processes, Minimax number of strata for online stratified sampling: the case of noisy samples, Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models, Confidence regions for images observed under the Radon transform, On adaptive inference and confidence bands, Locally adaptive confidence bands, Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates, Unnamed Item, On the Periodized Square ofL²Cardinal Splines, Density Estimation via Bayesian Inference Engines, Unnamed Item, Asymptotic confidence sets for the jump curve in bivariate regression problems, Limit laws on extremes of nonhomogeneous Gaussian random fields, On frequentist coverage errors of Bayesian credible sets in moderately high dimensions, Adaptation to lowest density regions with application to support recovery, On confidence bands for multivariate nonparametric regression, Posterior contraction for empirical Bayesian approach to inverse problems under non-diagonal assumption, Randomized allocation with arm elimination in a bandit problem with covariates, Frequentist coverage of adaptive nonparametric Bayesian credible sets, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, Coverage of credible intervals in nonparametric monotone regression, Adaptation bounds for confidence bands under self-similarity, A review of uncertainty quantification for density estimation, Variable selection consistency of Gaussian process regression, Local comparison of empirical distributions via nonparametric regression, Adaptive Confidence Bands for Nonparametric Regression Functions, Adaptive Inference for the Mean of a Gaussian Process in Functional Data, Inference on covariance operators via concentration inequalities: \(k\)-sample tests, classification, and clustering via Rademacher complexities, Spike and slab Pólya tree posterior densities: adaptive inference, INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS, Conditional quantile processes based on series or many regressors, Simultaneous inference for Berkson errors-in-variables regression under fixed design, Stochastic continuum-armed bandits with additive models: minimax regrets and adaptive algorithm, Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses, Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?, Confidence bands for multivariate and time dependent inverse regression models, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets

Cites Work