Universal confidence sets for the mode of a regression function

DOI10.1093/IMAMAN/DPS011MaRDI QIDQ3165701zbMATH OpenOpenAlexFDO

Authors Tatiana Sinotina, Silvia Vogel

Publication date 29 October 2012

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/ac4adf8e4ff8287e1fe02b2bc88adda608e3dacd

zbMATH Keywords

nonparametric regressionmodeNadaraya-Watson estimatorconfidence set

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Stochastic programming (90C15)

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Cited in

(5)

• Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
• Random approximations in multiobjective optimization
• Generalization of the “universal pivot function” and its use in constructing confidence intervals and sets
• Adaptive confidence sets in shape restricted regression
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes

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