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Adaptive confidence bands in the nonparametric fixed design regression model

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  • Pierre-Yves Massé
  • William Meiniel

Abstract

In this note, we consider the problem of the existence of adaptive confidence bands in the fixed design regression model, adapting ideas in Hoffmann and Nickl [(2011), 'On Adaptive Inference and Confidence Bands', Annals of Statistics , 39, 2383-2409] to the present case. In the course of the proof, we show that sup-norm adaptive estimators exist as well in the regression setting.

Suggested Citation

  • Pierre-Yves Massé & William Meiniel, 2014. "Adaptive confidence bands in the nonparametric fixed design regression model," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(3), pages 451-469, September.
    • Handle: RePEc:taf:gnstxx:v:26:y:2014:i:3:p:451-469
    DOI: 10.1080/10485252.2014.905688
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    Cited by:

    1. Ali Al-Sharadqah & Majid Mojirsheibani, 2020. "A simple approach to construct confidence bands for a regression function with incomplete data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 81-99, March.
    2. Majid Mojirsheibani, 2022. "On the maximal deviation of kernel regression estimators with NMAR response variables," Statistical Papers, Springer, vol. 63(5), pages 1677-1705, October.

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