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...

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Bibliographic Details
Main Authors: Chetverikov, Denis (Author), Kato, Kengo (Author), Chernozhukov, Victor V. (Contributor)
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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