Adaptive Confidence Bands

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dc.creatorGenovese, Christopher R.
dc.creatorWasserman, Larry
dc.date2007-01-18
dc.date.accessioned2026-07-07T08:08:38Z
dc.date.available2026-07-07T08:08:38Z
dc.descriptionWe show that there do not exist adaptive confidence bands for curve estimation except under very restrictive assumptions. We propose instead to construct adaptive bands that cover a surrogate function f^\star which is close to, but simpler than, f. The surrogate captures the significant features in f. We establish lower bounds on the width for any confidence band for f^\star and construct a procedure that comes within a small constant factor of attaining the lower bound for finite-samples.
dc.identifierhttps://arxiv.org/abs/math/0701513
dc.identifierhttp://arxiv.org/abs/math/0701513
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131327
dc.subjectStatistics Theory
dc.titleAdaptive Confidence Bands
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