ON ADAPTIVE INFERENCE AND CONFIDENCE BANDS
ON ADAPTIVE INFERENCE AND CONFIDENCE BANDS
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Cleveland, OH: Institute of Mathematical Statistics
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Language
English
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Cleveland, OH: Institute of Mathematical Statistics
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The problem of existence of adaptive confidence bands for an unknown density f that belongs to a nested scale of Hölder classes over ℝ or [0, 1] is considered. Whereas honest adaptive inference in this problem is impossible already for a pair of Hölder balls Σ(r), Σ(5), r ≠ s, of fixed radius, a nonparametric distinguishability condition is introdu...
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Full title
ON ADAPTIVE INFERENCE AND CONFIDENCE BANDS
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1322663462
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1322663462
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ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/11-AOS903