On adaptive inference and confidence bands

From MaRDI portal
Publication:661162


DOI10.1214/11-AOS903zbMath1232.62072arXiv1202.5145MaRDI QIDQ661162

Marc Hoffmann, Richard Nickl

Publication date: 21 February 2012

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

Full work available at URL: https://arxiv.org/abs/1202.5145


62G10: Nonparametric hypothesis testing

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions


Related Items

Adaptive Confidence Bands for Nonparametric Regression Functions, Randomized allocation with arm elimination in a bandit problem with covariates, The mathematical work of Evarist Giné, A sharp adaptive confidence ball for self-similar functions, Adaptive confidence sets in \(L^2\), 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, Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models, On adaptive posterior concentration rates, Adaptive Bayesian credible sets in regression with a Gaussian process prior, On signal detection and confidence sets for low rank inference problems, Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso, Adaptive confidence sets for matrix completion, Adaptive estimation of the sparsity in the Gaussian vector model, Locally adaptive confidence bands, Locally adaptive density estimation on the unit sphere using needlets, Statistical inference for the optimal approximating model, Honest adaptive confidence bands and self-similar functions, Testing the regularity of a smooth signal, Accuracy assessment for high-dimensional linear regression, Confidence sets in sparse regression, The smoothness test for a density function, Frequentist coverage of adaptive nonparametric Bayesian credible sets, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, Adaptive confidence bands in the nonparametric fixed design regression model, Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift



Cites Work