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Adaptive confidence bands in the nonparametric fixed design regression model

Pierre-Yves Massé and William Meiniel

Journal of Nonparametric Statistics, 2014, vol. 26, issue 3, 451-469

Abstract: In this note, we consider the problem of the existence of adaptive confidence bands in the fixed design regression model, adapting ideas in Hoffmann and Nickl [(2011), 'On Adaptive Inference and Confidence Bands', Annals of Statistics , 39, 2383-2409] to the present case. In the course of the proof, we show that sup-norm adaptive estimators exist as well in the regression setting.

Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/10485252.2014.905688

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