Anti-concentration and honest, adaptive confidence bands
Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the classical Smirnov-Bickel-Rosenblatt (SBR) condition; see, for example, Giné and Nickl [Probab. Theory Related Fields 143 (2009) 569-596]. This condition requires the existence of a...
Main Authors: | Chetverikov, Denis (Author), Kato, Kengo (Author), Chernozhukov, Victor V. (Contributor) |
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Other Authors: | Massachusetts Institute of Technology. Department of Economics (Contributor) |
Format: | Article |
Language: | English |
Published: |
Institute of Mathematical Statistics,
2015-03-11T19:02:29Z.
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Subjects: | |
Online Access: | Get fulltext |
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