CONFIDENCE BANDS IN DENSITY ESTIMATION
CONFIDENCE BANDS IN DENSITY ESTIMATION
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Author / Creator
Publisher
Cleveland, OH: Institute of Mathematical Statistics
Journal title
Language
English
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Publisher
Cleveland, OH: Institute of Mathematical Statistics
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Scope and Contents
Contents
Given a sample from some unknown continuous density $f\colon {\Bbb R}\rightarrow {\Bbb R}$ , we construct adaptive confidence bands that are honest for all densities in a "generic" subset of the union of t-Hölder balls, 0 < t ≤ r, where r is a fixed but arbitrary integer. The exceptional ("nongeneric") set of densities for which our results do not...
Alternative Titles
Full title
CONFIDENCE BANDS IN DENSITY ESTIMATION
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1266586625
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1266586625
Other Identifiers
ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/09-AOS738
