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Anti-Concentration and Honest Adaptive Confidence Bands
Anti-Concentration Honest Adaptive Confidence Bands
2013/4/28
Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the Smirnov-Bickel-Rosenblatt (SBR) condition; see e.g. Gine and Nickl (2010). This co...
The cost of using exact confidence intervals for a binomial proportion
Asymptotic expansion binomial distribution expected length sample size determination proportion
2013/4/27
When computing a confidence interval for a binomial proportion p one must choose between using an exact interval, which has a coverage probability of at least 1-{\alpha} for all values of p, and a sho...
On asymptotically optimal confidence regions and tests for high-dimensional models
asymptotically optimal confidence regions tests for high-dimensional models
2013/4/27
We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easi...
Confidence bands for densities, logarithmic point of view
Density Kernel estimator Asymptotic logarithmic level Asymptotic almost sure condence regions Moderate deviations principles
2009/6/12
Confidence bands for densities, logarithmic point of view.