On adaptive inference and confidence bands

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

zbMATH Keywords

nonparametric hypothesis testingadaptive confidence sets

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items

Testability of high-dimensional linear models with nonsparse structures, The mathematical work of Evarist Giné, A sharp adaptive confidence ball for self-similar functions, Adaptive confidence sets in \(L^2\), Adaptive confidence bands in the nonparametric fixed design regression model, A simple bootstrap method for constructing nonparametric confidence bands for functions, Accuracy assessment for high-dimensional linear regression, Honest and adaptive confidence sets in \(L_p\), On adaptive posterior concentration rates, A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression, Locally adaptive density estimation on the unit sphere using needlets, 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, Confidence regions and minimax rates in outlier-robust estimation on the probability simplex, Optimal regularized hypothesis testing in statistical inverse problems, On signal detection and confidence sets for low rank inference problems, Statistical inference for the optimal approximating model, Honest adaptive confidence bands and self-similar functions, Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso, Adaptive Bayesian credible bands in regression with a Gaussian process prior, Adaptive confidence sets for matrix completion, Is distribution-free inference possible for binary regression?, Confidence sets in sparse regression, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, The smoothness test for a density function, Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models, Adaptive estimation of the sparsity in the Gaussian vector model, Locally adaptive confidence bands, 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, Coverage of credible intervals in nonparametric monotone regression, Optimal sparsity testing in linear regression model, Adaptation bounds for confidence bands under self-similarity, A review of uncertainty quantification for density estimation, Adaptive Confidence Bands for Nonparametric Regression Functions, Spike and slab Pólya tree posterior densities: adaptive inference, Testing the regularity of a smooth signal, Optional Pólya trees: posterior rates and uncertainty quantification

Cites Work

• Unnamed Item
• Unnamed Item
• Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
• Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
• Uniform limit theorems for wavelet density estimators
• Can one estimate the conditional distribution of post-model-selection estimators?
• Rates of contraction of posterior distributions based on Gaussian process priors
• An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
• Wavelets on the interval and fast wavelet transforms
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• On nonparametric confidence intervals
• Superefficiency in nonparametric function estimation
• Wavelets, approximation, and statistical applications
• An adaptation theory for nonparametric confidence intervals
• Density estimation by wavelet thresholding
• Honest confidence regions for nonparametric regression
• Adaptive confidence interval for pointwise curve estimation.
• Convergence rates of posterior distributions.
• Random rates in anisotropic regression. (With discussion)
• Nonparametric goodness-of-fit testing under Gaussian models
• Confidence balls in Gaussian regression.
• The asymptotic minimax constant for sup-norm loss in nonparametric density estimation
• On some global measures of the deviations of density function estimates
• Confidence bands in density estimation
• Adaptive confidence bands
• Global uniform risk bounds for wavelet deconvolution estimators
• Adaptive confidence balls
• Adaptive nonparametric confidence sets
• Minimax Testing of Nonparametric Hypotheses on a Distribution Density in the $L_p$ Metrics