Anti-concentration and honest, adaptive confidence bands

From MaRDI portal
Publication:480965

DOI10.1214/14-AOS1235zbMath1305.62161arXiv1303.7152WikidataQ109040209 ScholiaQ109040209MaRDI QIDQ480965

Kengo Kato, Denis Chetverikov, Victor Chernozhukov

Publication date: 12 December 2014

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

Full work available at URL: https://arxiv.org/abs/1303.7152



Related Items

Simultaneous confidence bands for nonparametric regression with missing covariate data, Nonparametric modal regression, Supremum norm posterior contraction and credible sets for nonparametric multivariate regression, The mathematical work of Evarist Giné, Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings, A sharp adaptive confidence ball for self-similar functions, Nonparametric estimation in case of endogenous selection, Varying random coefficient models, Alternating least squares in generalized linear models, Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications, Posterior contraction and credible sets for filaments of regression functions, Adaptive estimation in the supremum norm for semiparametric mixtures of regressions, Asymptotic theory for density ridges, Unconditional quantile regression with high‐dimensional data, On semiparametric inference for periodically modulated density functions, Inference for High-Dimensional Exchangeable Arrays, Orthogonalized Kernel Debiased Machine Learning for Multimodal Data Analysis, Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift, On adaptive confidence sets for the Wasserstein distances, Inference on individual treatment effects in nonseparable triangular models, Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data, Robust inference via multiplier bootstrap, Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative, StarTrek: combinatorial variable selection with false discovery rate control, Local regression distribution estimators, Simple adaptive estimation of quadratic functionals in nonparametric IV models, Uniform confidence band for optimal transport map on one-dimensional data, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, Gaussian approximation of suprema of empirical processes, Confidence regions for images observed under the Radon transform, Locally adaptive confidence bands, Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model, Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates, Some new asymptotic theory for least squares series: pointwise and uniform results, Inference based on many conditional moment inequalities, Unnamed Item, Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework, Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator, Nonparametric inference via bootstrapping the debiased estimator, Unnamed Item, Asymptotic confidence sets for the jump curve in bivariate regression problems, Nonparametric regression with selectively missing covariates, On frequentist coverage errors of Bayesian credible sets in moderately high dimensions, Uniform confidence bands for nonparametric errors-in-variables regression, Uniform confidence bands in deconvolution with unknown error distribution, TESTING GENERALIZED REGRESSION MONOTONICITY, Adaptation bounds for confidence bands under self-similarity, Large Sample Properties of Partitioning-Based Series Estimators, Inference on distribution functions under measurement error, A review of uncertainty quantification for density estimation, Inference in partially identified models with many moment inequalities using Lasso, Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations, Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations, Spectral thresholding for the estimation of Markov chain transition operators, INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS, Non-separable models with high-dimensional data, Conditional quantile processes based on series or many regressors, Simultaneous inference for Berkson errors-in-variables regression under fixed design, Detecting multiple equilibria for continuous dependent variables, Monotonicity-constrained nonparametric estimation and inference for first-price auctions, Improved central limit theorem and bootstrap approximations in high dimensions, Comparison and anti-concentration bounds for maxima of Gaussian random vectors, High-dimensional linear models with many endogenous variables